+1,458.7%
DIS vs NSC
+5,745.4%
-4,286.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.6% | -5.5% | +2.9% | -0.4% |
| 30D | +3.5% | -3.2% | +6.7% | +4.8% |
| 3M | +6.8% | +7.7% | -0.9% | +3.3% |
| 6M | +3.0% | +4.5% | -1.5% | +0.5% |
| YTD | -6.7% | +15.6% | -22.3% | -12.7% |
| 1Y | -10.1% | +19.8% | -29.9% | -17.1% |
| 3Y | +33.0% | +70.1% | -37.1% | +4.5% |
| 5Y | -40.0% | +46.1% | -86.1% | -50.2% |
| 10Y | +21.1% | +328.1% | -307.0% | -35.8% |
| All | +1,458.7% | +5,745.4% | -4,286.7% | +148.9% |
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 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