+1,628.0%
DIS vs NSC
+5,599.8%
-3,971.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | +5.2% | -6.2% | +11.5% | +8.0% |
| 30D | +11.5% | +2.6% | +8.9% | +10.2% |
| 3M | +11.5% | -5.8% | +17.4% | +14.0% |
| 6M | +8.9% | +2.1% | +6.8% | +7.3% |
| YTD | +3.4% | +12.7% | -9.3% | -2.3% |
| 1Y | +7.2% | +15.9% | -8.7% | +0.1% |
| 3Y | +43.3% | +74.0% | -30.7% | +11.6% |
| 5Y | -31.4% | +25.2% | -56.6% | -39.5% |
| 10Y | +37.1% | +326.2% | -289.2% | -27.2% |
| All | +1,628.0% | +5,599.8% | -3,971.8% | +178.4% |
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 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