+54,250.3%
DHR vs NSC
+5,718.1%
+48,532.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +0.2% | -1.9% | +2.2% | +0.9% |
| 3M | +12.1% | +6.2% | +5.8% | +9.8% |
| 6M | +5.4% | +9.2% | -3.8% | +1.9% |
| YTD | -10.0% | +15.0% | -25.0% | -14.6% |
| 1Y | +4.1% | +21.1% | -17.0% | -3.1% |
| 3Y | -5.2% | +78.6% | -83.8% | -23.9% |
| 5Y | -28.2% | +45.9% | -74.1% | -38.6% |
| 10Y | +208.4% | +326.9% | -118.5% | +75.3% |
| All | +54,250.3% | +5,718.1% | +48,532.3% | +10,535.8% |
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