+179.4%
RCL vs NSC
+77.9%
+101.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.5% | -1.5% | +1.1% | +0.3% |
| 30D | -17.3% | -1.9% | -15.4% | -16.6% |
| 3M | -2.8% | +6.2% | -9.0% | -6.0% |
| 6M | -4.4% | +9.2% | -13.6% | -9.4% |
| YTD | -4.2% | +15.0% | -19.2% | -11.8% |
| 1Y | -23.4% | +21.1% | -44.5% | -31.2% |
| 3Y | +179.4% | +78.6% | +100.8% | +113.3% |
| All | +179.4% | +77.9% | +101.5% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling