+135.3%
JPM vs NSC
+31.3%
+104.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +3.5% | +2.5% | +1.0% | +2.3% |
| 30D | +3.3% | +1.7% | +1.6% | +2.5% |
| 3M | -4.2% | -2.6% | -1.6% | -3.2% |
| 6M | +16.4% | +6.4% | +10.0% | +12.3% |
| YTD | +9.5% | +15.5% | -6.0% | +1.2% |
| 1Y | +14.0% | +17.6% | -3.6% | +4.5% |
| 3Y | +153.1% | +75.0% | +78.1% | +87.1% |
| All | +135.3% | +31.3% | +104.0% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling