+329.1%
NSC vs ARES
+1,044.0%
-714.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.5% | -1.7% | -3.8% | -5.0% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | +7.7% | +8.5% | -0.8% | +4.3% |
| 6M | +4.5% | +23.5% | -19.0% | -3.8% |
| YTD | +15.6% | -11.2% | +26.8% | +17.3% |
| 1Y | +19.8% | -19.3% | +39.1% | +24.7% |
| 3Y | +70.1% | +48.7% | +21.4% | +37.4% |
| 5Y | +46.1% | +106.5% | -60.4% | +0.3% |
| All | +329.1% | +1,044.0% | -714.9% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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