-35.9%
DOW vs NSC
+44.1%
-80.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -6.0% | -2.0% | -4.0% | -5.0% |
| 30D | -2.7% | -3.2% | +0.4% | -1.3% |
| 3M | -10.5% | +3.9% | -14.4% | -12.7% |
| 6M | -12.4% | +7.8% | -20.2% | -17.0% |
| YTD | +30.0% | +13.4% | +16.6% | +19.9% |
| 1Y | +27.8% | +20.3% | +7.5% | +13.9% |
| 3Y | -34.9% | +76.1% | -111.0% | -53.7% |
| 5Y | -35.9% | +45.0% | -80.9% | -51.0% |
| All | -35.9% | +44.1% | -80.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling