+4.3%
DT vs NSC
+75.0%
-70.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +0.1% | -3.2% | +3.2% | +0.7% |
| 3M | +24.1% | +3.9% | +20.2% | +22.6% |
| 6M | +30.1% | +7.8% | +22.3% | +26.7% |
| YTD | +16.8% | +13.4% | +3.3% | +11.4% |
| 1Y | -0.1% | +20.3% | -20.4% | -6.7% |
| All | +4.3% | +75.0% | -70.7% | -17.9% |
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