Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RCL vs NTRS✓SelectedUSD · NTRSRCL vs NTRS performance historyLatest closeAs of-1.79%09/09
Stock and ETF performance explorer

RCL vs NTRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,454.2%
NTRS return
+3,269.9%
Excess return
+1,184.3%
Maximum drawdown
-89.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNTRSExcessAlpha
1D-1.8%-0.1%-1.7%-1.7%
7D-2.2%+0.9%-3.1%-2.7%
30D-15.7%-1.2%-14.4%-15.0%
3M-8.0%+8.8%-16.7%-13.1%
6M-10.1%+34.7%-44.8%-26.2%
YTD-5.9%+37.2%-43.1%-23.9%
1Y-23.5%+46.3%-69.8%-40.7%
3Y+174.4%+163.2%+11.2%+44.5%
5Y+227.1%+86.9%+140.2%+111.8%
10Y+342.5%+250.9%+91.6%+104.5%
All+4,454.2%+3,269.9%+1,184.3%+1,063.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling