+3,455.1%
DLR vs NSC
+1,502.2%
+1,952.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.2% |
| 7D | +3.3% | +2.5% | +0.8% | +2.3% |
| 30D | +4.6% | +1.7% | +2.9% | +3.8% |
| 3M | -8.3% | -2.6% | -5.7% | -7.5% |
| 6M | -5.6% | +6.4% | -12.1% | -8.5% |
| YTD | +18.7% | +15.5% | +3.2% | +10.9% |
| 1Y | +17.1% | +17.6% | -0.5% | +8.4% |
| 3Y | +54.4% | +75.0% | -20.6% | +17.7% |
| 5Y | +36.5% | +32.2% | +4.3% | +15.6% |
| 10Y | +187.7% | +296.6% | -108.9% | +35.3% |
| All | +3,455.1% | +1,502.2% | +1,952.9% | +781.8% |
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