+3,599.4%
DLR vs NSC
+1,458.6%
+2,140.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | +0.1% | -2.8% | +2.9% | +1.3% |
| 30D | -4.3% | -4.5% | +0.2% | -2.6% |
| 3M | +3.8% | +3.5% | +0.3% | +2.0% |
| 6M | +5.8% | +8.5% | -2.7% | +1.7% |
| YTD | +23.5% | +12.3% | +11.2% | +16.8% |
| 1Y | +11.1% | +18.9% | -7.9% | +2.5% |
| 3Y | +57.9% | +74.1% | -16.3% | +20.6% |
| 5Y | +44.0% | +43.9% | +0.1% | +17.4% |
| 10Y | +176.0% | +331.6% | -155.7% | +24.2% |
| All | +3,599.4% | +1,458.6% | +2,140.8% | +829.0% |
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