+168.1%
RCL vs NVD
-99.1%
+267.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | +0.4% |
| 7D | -2.5% | +9.0% | -11.5% | -1.1% |
| 30D | -15.7% | -5.5% | -10.2% | -16.1% |
| 3M | -3.6% | -24.6% | +21.0% | -6.8% |
| 6M | -8.7% | -42.1% | +33.4% | -13.9% |
| YTD | -6.2% | -44.3% | +38.2% | -11.4% |
| 1Y | -22.9% | -54.2% | +31.3% | -28.9% |
| 3Y | +173.6% | -99.1% | +272.7% | +47.8% |
| All | +168.1% | -99.1% | +267.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling