+63.6%
DIA vs NSC
+44.1%
+19.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | -2.7% | -3.2% | +0.5% | -1.6% |
| 3M | +3.3% | +3.9% | -0.7% | +1.6% |
| 6M | +10.4% | +7.8% | +2.6% | +6.9% |
| YTD | +10.0% | +13.4% | -3.4% | +4.3% |
| 1Y | +16.2% | +20.3% | -4.1% | +7.7% |
| 3Y | +58.7% | +76.1% | -17.3% | +24.1% |
| 5Y | +63.6% | +45.0% | +18.6% | +35.5% |
| All | +63.6% | +44.1% | +19.5% | +35.5% |
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