+28.0%
NU vs RCL
+356.6%
-328.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.4% | +11.6% |
| 7D | +9.9% | -1.2% | +11.1% | +10.5% |
| 30D | -11.5% | +17.8% | -29.3% | -18.6% |
| 3M | -5.1% | +4.9% | -10.0% | -8.1% |
| 6M | +3.1% | +23.7% | -20.6% | -9.0% |
| YTD | -21.0% | +17.8% | -38.8% | -30.8% |
| 1Y | -15.2% | +28.9% | -44.1% | -29.6% |
| 3Y | +56.4% | +241.9% | -185.4% | -31.5% |
| All | +28.0% | +356.6% | -328.6% | -50.6% |
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