+174.5%
RCL vs NVD
-99.2%
+273.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.4% |
| 7D | -5.1% | -11.1% | +6.0% | -6.8% |
| 30D | -19.0% | -13.3% | -5.8% | -20.4% |
| 3M | -9.6% | -19.8% | +10.2% | -11.3% |
| 6M | -6.7% | -48.8% | +42.1% | -13.8% |
| YTD | -3.9% | -49.7% | +45.7% | -10.7% |
| 1Y | -25.1% | -61.4% | +36.3% | -32.8% |
| 3Y | +179.1% | -99.1% | +278.2% | +50.9% |
| All | +174.5% | -99.2% | +273.7% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling