+14,263.1%
DE vs NSC
+5,636.1%
+8,627.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -3.0% | -2.0% | -1.0% | -2.1% |
| 30D | +11.1% | -3.2% | +14.3% | +12.7% |
| 3M | +17.6% | +3.9% | +13.7% | +15.1% |
| 6M | +13.6% | +7.8% | +5.8% | +8.9% |
| YTD | +46.3% | +13.4% | +32.9% | +36.8% |
| 1Y | +44.2% | +20.3% | +23.9% | +31.0% |
| 3Y | +76.6% | +76.1% | +0.5% | +30.3% |
| 5Y | +98.2% | +45.0% | +53.2% | +58.5% |
| 10Y | +863.5% | +335.7% | +527.8% | +356.5% |
| All | +14,263.1% | +5,636.1% | +8,627.1% | +1,845.3% |
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