+115.6%
DT vs NSC
+96.1%
+19.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.5% | -1.4% | -1.2% | -2.0% |
| 30D | +3.5% | -3.4% | +6.9% | +5.0% |
| 3M | +26.7% | +5.1% | +21.6% | +23.5% |
| 6M | +36.1% | +9.2% | +26.9% | +29.2% |
| YTD | +18.6% | +13.4% | +5.2% | +10.1% |
| 1Y | +7.9% | +20.8% | -12.9% | -2.9% |
| 3Y | +8.6% | +76.1% | -67.5% | -21.2% |
| 5Y | -26.7% | +45.3% | -71.9% | -42.3% |
| All | +115.6% | +96.1% | +19.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling