-24.5%
RCL vs NTR
+39.1%
-63.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -2.2% |
| 30D | -15.5% | +16.8% | -32.3% | -12.6% |
| 3M | -9.7% | +20.7% | -30.4% | -5.6% |
| 6M | -8.7% | +0.5% | -9.3% | -7.1% |
| YTD | -5.8% | +29.2% | -34.9% | -6.5% |
| 1Y | -24.5% | +39.6% | -64.0% | -28.0% |
| All | -24.5% | +39.1% | -63.6% | -28.0% |
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