+75.8%
NSC vs AUR
+86.2%
-10.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -2.0% | +11.1% | -13.2% | -2.7% |
| 30D | -3.2% | -6.9% | +3.7% | -2.9% |
| 3M | +3.9% | +5.5% | -1.6% | +3.1% |
| 6M | +7.8% | +41.0% | -33.2% | +3.9% |
| YTD | +13.4% | +69.3% | -55.9% | +7.4% |
| 1Y | +20.3% | +14.0% | +6.3% | +17.2% |
| All | +75.8% | +86.2% | -10.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling