-20.2%
DOW vs NSC
+77.7%
-98.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +5.2% | +2.5% | +2.7% | +4.0% |
| 30D | +13.2% | +1.7% | +11.5% | +12.2% |
| 3M | +10.1% | -2.6% | +12.6% | +11.2% |
| 6M | -13.1% | +6.4% | -19.5% | -16.4% |
| YTD | +46.1% | +15.5% | +30.6% | +33.6% |
| 1Y | +50.0% | +17.6% | +32.4% | +35.8% |
| 3Y | -20.2% | +75.0% | -95.2% | -41.6% |
| All | -20.2% | +77.7% | -98.0% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling