+138.6%
NOK vs RCL
+346.0%
-207.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | -1.9% | +12.9% | +11.3% |
| 30D | +7.8% | -15.5% | +23.4% | +11.1% |
| 3M | -21.0% | -9.7% | -11.3% | -19.8% |
| 6M | +40.9% | -8.7% | +49.6% | +42.3% |
| YTD | +72.0% | -5.8% | +77.8% | +71.0% |
| 1Y | +140.9% | -24.5% | +165.4% | +147.9% |
| 3Y | +194.3% | +173.9% | +20.3% | +129.2% |
| 5Y | +112.5% | +228.0% | -115.5% | +52.8% |
| All | +138.6% | +346.0% | -207.5% | +47.7% |
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