+247.6%
DIA vs NSC
+332.1%
-84.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.3% |
| 30D | -2.0% | -4.5% | +2.5% | -0.1% |
| 3M | +3.6% | +3.5% | +0.1% | +1.6% |
| 6M | +11.5% | +8.5% | +3.0% | +6.6% |
| YTD | +10.4% | +12.3% | -2.0% | +3.7% |
| 1Y | +15.6% | +18.9% | -3.4% | +5.7% |
| 3Y | +58.9% | +74.1% | -15.3% | +18.0% |
| 5Y | +65.3% | +43.9% | +21.4% | +31.8% |
| All | +247.6% | +332.1% | -84.5% | +75.0% |
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