+420.5%
DAL vs NSC
+871.9%
-451.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +10.7% | -3.4% | +14.1% | +13.5% |
| 30D | +12.5% | +3.6% | +8.9% | +9.8% |
| 3M | +3.6% | -1.4% | +5.0% | +4.5% |
| 6M | +26.7% | +6.0% | +20.8% | +20.4% |
| YTD | +34.3% | +15.5% | +18.8% | +19.3% |
| 1Y | +59.1% | +16.2% | +42.9% | +40.7% |
| 3Y | +179.9% | +76.9% | +102.9% | +78.7% |
| 5Y | +119.1% | +29.3% | +89.8% | +71.6% |
| 10Y | +125.6% | +298.3% | -172.7% | -27.1% |
| All | +420.5% | +871.9% | -451.5% | -29.0% |
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