+333.1%
RCL vs NTRA
+3,199.2%
-2,866.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -15.5% | +4.1% | -19.6% | -16.3% |
| 3M | -9.7% | +50.0% | -59.7% | -17.9% |
| 6M | -8.7% | +67.3% | -76.0% | -19.3% |
| YTD | -5.8% | +43.6% | -49.3% | -14.2% |
| 1Y | -24.5% | +89.2% | -113.7% | -35.3% |
| 3Y | +173.9% | +502.5% | -328.6% | +80.6% |
| 5Y | +228.0% | +173.8% | +54.2% | +131.5% |
| All | +333.1% | +3,199.2% | -2,866.1% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling