+5,990.1%
NKE vs NSC
+5,636.1%
+354.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -10.4% | -3.2% | -7.2% | -9.3% |
| 3M | -15.5% | +3.9% | -19.4% | -16.9% |
| 6M | -32.6% | +7.8% | -40.4% | -35.0% |
| YTD | -39.8% | +13.4% | -53.2% | -43.0% |
| 1Y | -47.6% | +20.3% | -67.9% | -51.5% |
| 3Y | -59.0% | +76.1% | -135.1% | -67.7% |
| 5Y | -74.9% | +45.0% | -119.9% | -78.7% |
| 10Y | -21.9% | +335.7% | -357.7% | -56.3% |
| All | +5,990.1% | +5,636.1% | +354.0% | +737.7% |
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 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