+299.9%
NSC vs ALK
-41.4%
+341.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -3.5% | +2.6% | -6.1% | -4.2% |
| 30D | +3.9% | +7.8% | -3.9% | +1.5% |
| 3M | -0.8% | -15.2% | +14.4% | +3.0% |
| 6M | +7.1% | +5.0% | +2.1% | +3.4% |
| YTD | +16.4% | -18.4% | +34.9% | +18.8% |
| 1Y | +16.9% | -2.4% | +19.3% | +12.6% |
| 3Y | +78.4% | +19.8% | +58.6% | +50.5% |
| 5Y | +33.1% | -27.8% | +60.9% | +28.4% |
| 10Y | +299.9% | -42.0% | +341.8% | +262.4% |
| All | +299.9% | -41.4% | +341.3% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling