-34.9%
DOW vs NSC
+75.0%
-109.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -6.0% | -2.0% | -4.0% | -5.1% |
| 30D | -2.7% | -3.2% | +0.4% | -1.4% |
| 3M | -10.5% | +3.9% | -14.4% | -12.6% |
| 6M | -12.4% | +7.8% | -20.2% | -16.8% |
| YTD | +30.0% | +13.4% | +16.6% | +20.0% |
| 1Y | +27.8% | +20.3% | +7.5% | +14.0% |
| All | -34.9% | +75.0% | -109.9% | -53.1% |
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