+99.6%
DE vs NSC
+42.7%
+57.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -2.6% | -2.8% | +0.2% | -1.3% |
| 30D | +9.0% | -4.5% | +13.5% | +11.2% |
| 3M | +19.1% | +3.5% | +15.6% | +16.8% |
| 6M | +14.4% | +8.5% | +5.9% | +9.3% |
| YTD | +45.9% | +12.3% | +33.6% | +37.3% |
| 1Y | +43.6% | +18.9% | +24.7% | +31.5% |
| 3Y | +75.9% | +74.1% | +1.7% | +29.7% |
| All | +99.6% | +42.7% | +57.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling