+4,097.2%
RCL vs NTAP
+21,390.5%
-17,293.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +6.5% | -15.1% | +21.6% | +10.5% |
| 30D | +15.9% | -28.1% | +44.0% | +25.0% |
| 3M | +2.7% | -11.4% | +14.1% | +4.9% |
| 6M | +15.2% | +52.2% | -37.0% | +1.5% |
| YTD | +19.2% | +60.4% | -41.2% | +3.1% |
| 1Y | +31.6% | +51.0% | -19.4% | +15.5% |
| 3Y | +274.2% | +135.6% | +138.6% | +191.6% |
| 5Y | +250.1% | +107.5% | +142.5% | +183.2% |
| 10Y | +388.4% | +608.6% | -220.2% | +203.2% |
| All | +4,097.2% | +21,390.5% | -17,293.3% | +1,385.8% |
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