+342.5%
RCL vs NSC
+324.0%
+18.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.7% |
| 7D | -2.2% | -2.0% | -0.2% | -0.6% |
| 30D | -15.7% | -3.2% | -12.5% | -13.6% |
| 3M | -8.0% | +3.9% | -11.9% | -11.3% |
| 6M | -10.1% | +7.8% | -17.9% | -16.6% |
| YTD | -5.9% | +13.4% | -19.3% | -16.3% |
| 1Y | -23.5% | +20.3% | -43.8% | -35.1% |
| 3Y | +174.4% | +76.1% | +98.3% | +62.2% |
| 5Y | +227.1% | +45.0% | +182.1% | +124.9% |
| 10Y | +342.5% | +335.7% | +6.8% | +73.3% |
| All | +342.5% | +324.0% | +18.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling