+31.9%
DIS vs NSC
+296.2%
-264.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +1.9% | +2.5% | -0.6% | +0.7% |
| 30D | +9.2% | +1.7% | +7.5% | +8.1% |
| 3M | +13.5% | -2.6% | +16.1% | +14.7% |
| 6M | +14.3% | +6.4% | +7.9% | +9.9% |
| YTD | +5.4% | +15.5% | -10.1% | -3.0% |
| 1Y | +12.2% | +17.6% | -5.4% | +2.2% |
| 3Y | +37.2% | +75.0% | -37.8% | -0.5% |
| 5Y | -23.1% | +32.2% | -55.3% | -36.5% |
| All | +31.9% | +296.2% | -264.4% | -27.3% |
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