+36.6%
DIS vs NSC
+315.5%
-278.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.1% |
| 7D | +5.3% | -5.4% | +10.7% | +8.1% |
| 30D | +10.2% | +2.9% | +7.3% | +8.6% |
| 3M | +13.5% | -2.2% | +15.7% | +14.5% |
| 6M | +11.1% | +5.3% | +5.8% | +7.5% |
| YTD | +5.5% | +14.8% | -9.3% | -2.6% |
| 1Y | +9.1% | +16.6% | -7.4% | -0.1% |
| 3Y | +36.0% | +78.6% | -42.6% | -2.5% |
| 5Y | -29.8% | +27.2% | -57.0% | -40.8% |
| 10Y | +36.6% | +302.5% | -265.9% | -23.9% |
| All | +36.6% | +315.5% | -278.9% | -23.9% |
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