+4,549.4%
RCL vs NOC
+6,214.2%
-1,664.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -5.1% | -5.2% | +0.1% | -3.2% |
| 30D | -19.0% | -7.2% | -11.8% | -16.8% |
| 3M | -9.6% | -5.1% | -4.5% | -8.3% |
| 6M | -6.7% | -31.1% | +24.4% | +6.3% |
| YTD | -3.9% | -8.6% | +4.7% | -2.4% |
| 1Y | -25.1% | -9.7% | -15.4% | -23.7% |
| 3Y | +179.1% | +24.3% | +154.8% | +140.8% |
| 5Y | +243.3% | +52.6% | +190.7% | +162.1% |
| 10Y | +325.8% | +183.6% | +142.2% | +150.7% |
| All | +4,549.4% | +6,214.2% | -1,664.8% | +1,236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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