+5,811.4%
RCL vs NSC
+3,397.5%
+2,413.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +0.6% | -3.5% | +4.2% | +2.7% |
| 30D | +19.4% | +3.9% | +15.5% | +16.7% |
| 3M | +9.8% | -0.8% | +10.6% | +10.1% |
| 6M | +28.6% | +7.1% | +21.5% | +22.3% |
| YTD | +22.2% | +16.4% | +5.7% | +10.2% |
| 1Y | +29.7% | +16.9% | +12.8% | +16.9% |
| 3Y | +265.3% | +78.4% | +186.9% | +150.5% |
| 5Y | +301.8% | +33.1% | +268.6% | +228.2% |
| 10Y | +360.5% | +299.9% | +60.6% | +110.8% |
| All | +5,811.4% | +3,397.5% | +2,413.9% | +971.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling