+241.9%
RCL vs NSC
+77.7%
+164.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.2% |
| 7D | -1.2% | +2.5% | -3.7% | -2.4% |
| 30D | +17.8% | +1.7% | +16.1% | +17.0% |
| 3M | +4.9% | -2.6% | +7.5% | +6.2% |
| 6M | +23.7% | +6.4% | +17.3% | +18.9% |
| YTD | +17.8% | +15.5% | +2.3% | +8.0% |
| 1Y | +28.9% | +17.6% | +11.3% | +17.2% |
| 3Y | +241.9% | +75.0% | +166.9% | +160.5% |
| All | +241.9% | +77.7% | +164.1% | +160.5% |
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