+1,250.5%
NOK vs RCL
+3,584.1%
-2,333.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | -1.2% | +6.5% | +5.7% |
| 30D | -14.1% | +17.8% | -32.0% | -17.9% |
| 3M | -23.6% | +4.9% | -28.5% | -24.7% |
| 6M | -45.1% | +23.7% | -68.9% | -48.4% |
| YTD | +24.7% | +17.8% | +6.9% | +16.2% |
| 1Y | +19.0% | +28.9% | -9.9% | +7.9% |
| 3Y | +147.0% | +241.9% | -94.9% | +63.6% |
| 5Y | +58.2% | +295.4% | -237.2% | -5.9% |
| 10Y | +122.3% | +344.1% | -221.8% | +1.9% |
| All | +1,250.5% | +3,584.1% | -2,333.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling