+139.3%
RCL vs NTR
+103.6%
+35.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -0.5% | +3.8% | -4.3% | -2.4% |
| 30D | -17.3% | +25.2% | -42.6% | -26.9% |
| 3M | -2.8% | +21.0% | -23.8% | -13.1% |
| 6M | -4.4% | +7.6% | -12.0% | -11.4% |
| YTD | -4.2% | +32.9% | -37.0% | -22.7% |
| 1Y | -23.4% | +43.1% | -66.4% | -41.4% |
| 3Y | +179.4% | +41.6% | +137.8% | +104.5% |
| 5Y | +238.8% | +54.8% | +184.0% | +86.4% |
| All | +139.3% | +103.6% | +35.7% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling