-10.0%
DIS vs NSC
+19.4%
-29.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -3.5% | -2.0% | -1.5% | -3.0% |
| 30D | +1.0% | -3.2% | +4.2% | +1.8% |
| 3M | +5.7% | +3.9% | +1.8% | +4.2% |
| 6M | +3.3% | +7.8% | -4.5% | +0.3% |
| YTD | -7.7% | +13.4% | -21.1% | -12.5% |
| 1Y | -10.0% | +20.3% | -30.3% | -15.4% |
| All | -10.0% | +19.4% | -29.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling