+66.1%
INTC vs NSC
+16.6%
+49.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -3.0% |
| 7D | +6.0% | +2.5% | +3.5% | +6.8% |
| 30D | -39.2% | +1.7% | -40.9% | -38.5% |
| 3M | -42.9% | -2.6% | -40.4% | -42.7% |
| 6M | -50.4% | +6.4% | -56.8% | -49.2% |
| YTD | +61.7% | +15.5% | +46.2% | +62.8% |
| 1Y | +66.1% | +17.6% | +48.5% | +63.7% |
| All | +66.1% | +16.6% | +49.6% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling