+0.1%
DOW vs NSC
+113.9%
-113.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.8% |
| 7D | +5.2% | +2.5% | +2.7% | +3.4% |
| 30D | +13.2% | +1.7% | +11.5% | +11.6% |
| 3M | +10.1% | -2.6% | +12.6% | +11.7% |
| 6M | -13.1% | +6.4% | -19.5% | -18.0% |
| YTD | +46.1% | +15.5% | +30.6% | +28.6% |
| 1Y | +50.0% | +17.6% | +32.4% | +30.4% |
| 3Y | -20.2% | +75.0% | -95.2% | -50.6% |
| 5Y | -27.7% | +32.2% | -59.8% | -45.8% |
| All | +0.1% | +113.9% | -113.8% | -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 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