+122.8%
DAL vs NSC
+320.5%
-197.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +4.0% |
| 7D | +8.8% | -6.6% | +15.4% | +13.9% |
| 30D | +5.4% | +2.2% | +3.2% | +3.9% |
| 3M | -4.9% | -6.2% | +1.3% | -1.0% |
| 6M | +19.8% | +1.7% | +18.2% | +17.3% |
| YTD | +27.0% | +12.2% | +14.8% | +15.8% |
| 1Y | +52.5% | +15.4% | +37.0% | +36.4% |
| 3Y | +173.8% | +73.3% | +100.5% | +82.1% |
| 5Y | +104.5% | +24.7% | +79.9% | +67.1% |
| All | +122.8% | +320.5% | -197.7% | -9.2% |
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