-25.1%
RCL vs NTR
+43.1%
-68.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | -0.5% |
| 7D | -5.1% | +8.1% | -13.2% | -3.4% |
| 30D | -19.0% | +18.8% | -37.8% | -15.9% |
| 3M | -9.6% | +16.2% | -25.8% | -6.3% |
| 6M | -6.7% | +9.8% | -16.5% | -5.2% |
| YTD | -3.9% | +30.9% | -34.8% | -4.4% |
| 1Y | -25.1% | +41.8% | -66.8% | -28.2% |
| All | -25.1% | +43.1% | -68.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling