+4,770.1%
DELL vs NSC
+350.3%
+4,419.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +25.6% | -1.5% | +27.1% | +26.5% |
| 30D | +17.7% | -1.9% | +19.6% | +18.6% |
| 3M | +33.4% | +6.2% | +27.2% | +28.4% |
| 6M | +266.2% | +9.2% | +257.0% | +244.9% |
| YTD | +328.0% | +15.0% | +313.0% | +292.4% |
| 1Y | +339.6% | +21.1% | +318.5% | +291.6% |
| 3Y | +694.6% | +78.6% | +616.0% | +463.1% |
| 5Y | +1,122.0% | +45.9% | +1,076.1% | +859.6% |
| 10Y | +4,062.5% | +326.9% | +3,735.6% | +1,959.5% |
| All | +4,770.1% | +350.3% | +4,419.8% | +2,257.7% |
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