-10.8%
DOW vs NSC
+114.0%
-124.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.4% |
| 7D | -2.4% | -5.5% | +3.1% | +1.5% |
| 30D | +0.4% | -3.2% | +3.6% | +2.5% |
| 3M | -14.4% | +7.7% | -22.1% | -19.5% |
| 6M | -7.0% | +4.5% | -11.5% | -11.8% |
| YTD | +30.2% | +15.6% | +14.6% | +14.8% |
| 1Y | +29.2% | +19.8% | +9.4% | +10.6% |
| 3Y | -36.7% | +70.1% | -106.8% | -59.9% |
| 5Y | -37.7% | +46.1% | -83.8% | -57.4% |
| All | -10.8% | +114.0% | -124.9% | -56.3% |
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