+238.8%
RCL vs NSC
+46.6%
+192.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.5% | -1.5% | +1.1% | +0.5% |
| 30D | -17.3% | -1.9% | -15.4% | -16.4% |
| 3M | -2.8% | +6.2% | -9.0% | -7.0% |
| 6M | -4.4% | +9.2% | -13.6% | -10.8% |
| YTD | -4.2% | +15.0% | -19.2% | -13.8% |
| 1Y | -23.4% | +21.1% | -44.5% | -33.3% |
| 3Y | +179.4% | +78.6% | +100.8% | +76.9% |
| 5Y | +238.8% | +45.9% | +192.9% | +152.7% |
| All | +238.8% | +46.6% | +192.1% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling