+4,404.4%
DELL vs NSC
+332.1%
+4,072.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +12.4% |
| 7D | +8.2% | -2.8% | +11.0% | +9.7% |
| 30D | +17.1% | -4.5% | +21.6% | +19.6% |
| 3M | +45.2% | +3.5% | +41.6% | +41.4% |
| 6M | +286.8% | +8.5% | +278.2% | +264.9% |
| YTD | +354.8% | +12.3% | +342.4% | +321.7% |
| 1Y | +358.3% | +18.9% | +339.3% | +311.5% |
| 3Y | +724.9% | +74.1% | +650.8% | +491.5% |
| 5Y | +1,193.7% | +43.9% | +1,149.8% | +921.9% |
| All | +4,404.4% | +332.1% | +4,072.4% | +2,118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling