+453.8%
NSC vs AR
-32.8%
+486.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -4.0% |
| 7D | -3.8% | -11.7% | +7.9% | -2.4% |
| 30D | +4.1% | +1.8% | +2.2% | +3.8% |
| 3M | -3.3% | +6.0% | -9.2% | -4.2% |
| 6M | +5.9% | -7.0% | +12.9% | +6.3% |
| YTD | +15.5% | +5.6% | +9.9% | +13.7% |
| 1Y | +19.3% | +10.8% | +8.5% | +16.6% |
| 3Y | +79.0% | +19.3% | +59.7% | +69.8% |
| 5Y | +28.3% | +73.3% | -45.0% | +13.2% |
| 10Y | +336.8% | +47.6% | +289.3% | +262.5% |
| All | +453.8% | -32.8% | +486.6% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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