+29.2%
DAL vs NSC
+20.5%
+8.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.4% | -1.5% | +4.9% | +3.9% |
| 30D | -13.6% | -1.9% | -11.6% | -12.9% |
| 3M | +1.2% | +6.2% | -5.0% | -1.6% |
| 6M | +34.5% | +9.2% | +25.3% | +28.4% |
| YTD | +14.7% | +15.0% | -0.4% | +7.0% |
| 1Y | +29.2% | +21.1% | +8.2% | +23.7% |
| All | +29.2% | +20.5% | +8.8% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling