-41.5%
DIS vs NSC
+46.6%
-88.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.4% |
| 30D | +0.1% | -1.9% | +2.1% | +1.0% |
| 3M | +7.1% | +6.2% | +0.9% | +3.7% |
| 6M | +4.3% | +9.2% | -4.9% | -0.7% |
| YTD | -6.9% | +15.0% | -22.0% | -13.7% |
| 1Y | -10.3% | +21.1% | -31.4% | -18.9% |
| 3Y | +32.8% | +78.6% | -45.8% | -4.7% |
| 5Y | -41.5% | +45.9% | -87.4% | -55.3% |
| All | -41.5% | +46.6% | -88.1% | -55.3% |
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 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