+4,454.2%
RCL vs NTRS
+3,269.9%
+1,184.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 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