+64.6%
NOK vs RCL
+289.6%
-225.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.6% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -14.7% | +19.4% | -34.2% | -17.4% |
| 3M | -10.6% | +9.8% | -20.4% | -12.2% |
| 6M | -39.4% | +28.6% | -68.0% | -42.1% |
| YTD | +30.4% | +22.2% | +8.3% | +23.7% |
| 1Y | +22.3% | +29.7% | -7.4% | +14.4% |
| 3Y | +157.6% | +265.3% | -107.7% | +82.1% |
| 5Y | +64.6% | +301.8% | -237.2% | +13.2% |
| All | +64.6% | +289.6% | -225.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling