+194.2%
RCL vs NTR
+81.1%
+113.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | +17.8% | +2.0% | +15.9% | +16.6% |
| 3M | +4.9% | +6.4% | -1.5% | +0.7% |
| 6M | +23.7% | +1.6% | +22.1% | +20.5% |
| YTD | +17.8% | +18.2% | -0.4% | +0.5% |
| 1Y | +28.9% | +23.9% | +5.0% | +6.7% |
| 3Y | +241.9% | +44.7% | +197.2% | +141.6% |
| 5Y | +295.4% | +21.3% | +274.1% | +161.5% |
| All | +194.2% | +81.1% | +113.0% | +18.1% |
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