+1,578.5%
NOK vs RCL
+2,904.3%
-1,325.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -1.8% | -5.1% | +3.3% | -0.4% |
| 30D | +4.7% | -19.0% | +23.7% | +10.6% |
| 3M | -39.7% | -9.6% | -30.1% | -38.2% |
| 6M | +23.1% | -6.7% | +29.8% | +24.1% |
| YTD | +55.0% | -3.9% | +58.9% | +52.6% |
| 1Y | +118.0% | -25.1% | +143.1% | +127.2% |
| 3Y | +170.5% | +179.1% | -8.6% | +88.9% |
| 5Y | +84.9% | +243.3% | -158.4% | +13.7% |
| 10Y | +112.0% | +325.8% | -213.8% | -2.8% |
| All | +1,578.5% | +2,904.3% | -1,325.8% | +197.4% |
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