-25.1%
RCL vs NTRS
+46.5%
-71.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | -19.0% | +1.2% | -20.2% | -19.6% |
| 3M | -9.6% | +8.3% | -17.9% | -13.9% |
| 6M | -6.7% | +30.0% | -36.7% | -21.3% |
| YTD | -3.9% | +38.0% | -42.0% | -22.6% |
| 1Y | -25.1% | +47.4% | -72.5% | -42.0% |
| All | -25.1% | +46.5% | -71.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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