+133.9%
NOK vs RCL
+338.4%
-204.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.2% |
| 7D | +11.0% | -0.2% | +11.2% | +11.1% |
| 30D | -16.0% | +14.4% | -30.4% | -18.1% |
| 3M | -19.8% | +5.2% | -24.9% | -20.6% |
| 6M | -37.1% | +26.1% | -63.3% | -39.8% |
| YTD | +28.0% | +17.4% | +10.6% | +22.2% |
| 1Y | +17.9% | +24.7% | -6.7% | +11.1% |
| 3Y | +152.7% | +250.9% | -98.2% | +87.9% |
| 5Y | +62.3% | +293.8% | -231.6% | +12.8% |
| All | +133.9% | +338.4% | -204.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling