+1,628.0%
DIS vs NSC
+5,576.5%
-3,948.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | +5.2% | -6.6% | +11.9% | +8.1% |
| 30D | +11.5% | +2.2% | +9.3% | +10.4% |
| 3M | +11.5% | -6.2% | +17.7% | +14.2% |
| 6M | +8.9% | +1.7% | +7.2% | +7.4% |
| YTD | +3.4% | +12.2% | -8.8% | -2.2% |
| 1Y | +7.2% | +15.4% | -8.2% | +0.2% |
| 3Y | +43.3% | +73.3% | -30.0% | +11.7% |
| 5Y | -31.4% | +24.7% | -56.1% | -39.4% |
| 10Y | +37.1% | +324.5% | -287.4% | -27.1% |
| All | +1,628.0% | +5,576.5% | -3,948.4% | +178.8% |
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