+342.5%
RCL vs NTAP
+581.2%
-238.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.5% |
| 7D | -2.2% | +2.2% | -4.4% | -3.4% |
| 30D | -15.7% | -7.0% | -8.6% | -12.5% |
| 3M | -8.0% | +12.3% | -20.3% | -15.0% |
| 6M | -10.1% | +85.1% | -95.3% | -40.2% |
| YTD | -5.9% | +74.8% | -80.7% | -35.9% |
| 1Y | -23.5% | +52.7% | -76.2% | -43.6% |
| 3Y | +174.4% | +147.7% | +26.7% | +40.9% |
| 5Y | +227.1% | +124.8% | +102.4% | +76.3% |
| 10Y | +342.5% | +589.7% | -247.2% | +36.0% |
| All | +342.5% | +581.2% | -238.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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