+1,055.3%
DELL vs NSC
+44.4%
+1,011.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | +14.9% | -3.4% | +18.3% | +16.7% |
| 3M | +37.2% | +5.1% | +32.1% | +32.7% |
| 6M | +254.0% | +9.2% | +244.8% | +232.4% |
| YTD | +306.1% | +13.4% | +292.7% | +273.8% |
| 1Y | +312.3% | +20.8% | +291.5% | +265.3% |
| 3Y | +654.0% | +76.1% | +577.9% | +420.6% |
| 5Y | +1,055.3% | +45.3% | +1,010.1% | +827.6% |
| All | +1,055.3% | +44.4% | +1,011.0% | +827.6% |
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