+179.4%
RCL vs NVD
-99.2%
+278.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | +0.4% |
| 7D | -0.5% | -7.7% | +7.2% | -1.6% |
| 30D | -17.3% | -5.8% | -11.6% | -17.7% |
| 3M | -2.8% | -23.2% | +20.4% | -5.5% |
| 6M | -4.4% | -49.7% | +45.3% | -11.9% |
| YTD | -4.2% | -47.7% | +43.5% | -10.4% |
| 1Y | -23.4% | -61.3% | +38.0% | -31.3% |
| 3Y | +179.4% | -99.2% | +278.6% | +48.8% |
| All | +179.4% | -99.2% | +278.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling