+319.1%
DELL vs NSC
+20.4%
+298.7%
-32.3%
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% | +1.5% |
| 7D | +14.9% | -5.5% | +20.4% | +15.1% |
| 30D | +13.3% | -3.2% | +16.5% | +13.5% |
| 3M | +24.4% | +7.7% | +16.7% | +23.7% |
| 6M | +258.0% | +4.5% | +253.5% | +263.0% |
| YTD | +320.2% | +15.6% | +304.6% | +305.7% |
| 1Y | +319.1% | +19.8% | +299.2% | +294.6% |
| All | +319.1% | +20.4% | +298.7% | +294.6% |
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 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