+126.4%
DAL vs NSC
+326.8%
-200.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +3.4% | -1.5% | +4.9% | +4.4% |
| 30D | -13.6% | -1.9% | -11.6% | -12.5% |
| 3M | +1.2% | +6.2% | -5.0% | -3.3% |
| 6M | +34.5% | +9.2% | +25.3% | +25.3% |
| YTD | +14.7% | +15.0% | -0.4% | +3.0% |
| 1Y | +29.2% | +21.1% | +8.2% | +12.0% |
| 3Y | +100.0% | +78.6% | +21.4% | +30.1% |
| 5Y | +106.3% | +45.9% | +60.4% | +50.4% |
| 10Y | +126.4% | +326.9% | -200.5% | -13.7% |
| All | +126.4% | +326.8% | -200.4% | -13.7% |
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 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