+87.8%
DT vs NSC
+99.6%
-11.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +2.0% |
| 30D | -29.5% | +1.7% | -31.2% | -30.0% |
| 3M | -11.7% | -2.6% | -9.2% | -10.8% |
| 6M | +29.0% | +6.4% | +22.6% | +24.7% |
| YTD | +3.4% | +15.5% | -12.1% | -4.8% |
| 1Y | -4.2% | +17.6% | -21.8% | -12.6% |
| 3Y | -12.8% | +75.0% | -87.8% | -36.4% |
| 5Y | -39.6% | +32.2% | -71.8% | -50.0% |
| All | +87.8% | +99.6% | -11.8% | +23.3% |
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