+13,503.3%
GOOGL vs NSC
+1,838.1%
+11,665.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | -4.4% | -1.9% | -2.5% | -3.8% |
| 3M | -6.8% | +6.2% | -13.0% | -9.4% |
| 6M | +13.6% | +9.2% | +4.4% | +8.9% |
| YTD | +8.3% | +15.0% | -6.7% | +1.5% |
| 1Y | +44.9% | +21.1% | +23.9% | +33.0% |
| 3Y | +150.5% | +78.6% | +71.9% | +91.6% |
| 5Y | +137.7% | +45.9% | +91.8% | +95.5% |
| 10Y | +750.9% | +326.9% | +424.1% | +341.6% |
| All | +13,503.3% | +1,838.1% | +11,665.2% | +3,848.0% |
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