+4,260.0%
RCL vs NTAP
+22,254.3%
-17,994.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.5% | -7.8% | +16.3% | +10.6% |
| 30D | +20.4% | -25.8% | +46.2% | +28.9% |
| 3M | +11.0% | -11.2% | +22.2% | +13.4% |
| 6M | +24.9% | +49.9% | -25.1% | +10.5% |
| YTD | +23.9% | +66.9% | -43.0% | +6.1% |
| 1Y | +30.8% | +58.8% | -28.0% | +13.4% |
| 3Y | +270.4% | +140.8% | +129.6% | +187.0% |
| 5Y | +296.1% | +115.0% | +181.1% | +217.7% |
| 10Y | +375.0% | +570.8% | -195.8% | +197.7% |
| All | +4,260.0% | +22,254.3% | -17,994.2% | +1,428.6% |
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