+1,129.1%
DIA vs NSC
+1,967.6%
-838.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.2% | -5.5% | +5.3% | +1.8% |
| 30D | -1.5% | -3.2% | +1.7% | -0.4% |
| 3M | +3.8% | +7.7% | -3.9% | +0.8% |
| 6M | +10.3% | +4.5% | +5.7% | +7.9% |
| YTD | +12.1% | +15.6% | -3.5% | +5.7% |
| 1Y | +18.6% | +19.8% | -1.2% | +10.4% |
| 3Y | +60.6% | +70.1% | -9.5% | +29.4% |
| 5Y | +64.4% | +46.1% | +18.3% | +38.3% |
| 10Y | +250.1% | +328.1% | -78.0% | +99.4% |
| All | +1,129.1% | +1,967.6% | -838.5% | +285.8% |
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