+283.1%
RCL vs NTRA
+1,700.8%
-1,417.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | -0.5% | +1.1% | -1.5% | -0.7% |
| 30D | -17.3% | +0.6% | -18.0% | -17.5% |
| 3M | -2.8% | +51.8% | -54.6% | -11.3% |
| 6M | -4.4% | +63.6% | -68.0% | -14.4% |
| YTD | -4.2% | +41.5% | -45.7% | -11.9% |
| 1Y | -23.4% | +93.6% | -117.0% | -34.1% |
| 3Y | +179.4% | +498.0% | -318.7% | +89.5% |
| 5Y | +238.8% | +172.5% | +66.3% | +144.7% |
| 10Y | +350.2% | +2,960.8% | -2,610.6% | +116.2% |
| All | +283.1% | +1,700.8% | -1,417.7% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling