+3,282.1%
RCL vs NTAP
+23,420.6%
-20,138.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.9% |
| 30D | -19.0% | -0.5% | -18.5% | -19.1% |
| 3M | -9.6% | +4.1% | -13.6% | -11.0% |
| 6M | -6.7% | +88.0% | -94.6% | -21.6% |
| YTD | -3.9% | +75.6% | -79.5% | -18.2% |
| 1Y | -25.1% | +58.9% | -84.0% | -34.7% |
| 3Y | +179.1% | +153.6% | +25.5% | +115.1% |
| 5Y | +243.3% | +127.6% | +115.7% | +173.1% |
| 10Y | +325.8% | +580.4% | -254.6% | +167.0% |
| All | +3,282.1% | +23,420.6% | -20,138.5% | +1,078.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling