+28.5%
NSC vs AUR
-56.5%
+85.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.1% |
| 7D | +1.6% | +7.9% | -6.3% | +1.1% |
| 30D | +4.2% | -18.5% | +22.7% | +5.2% |
| 3M | -0.2% | -36.7% | +36.4% | +2.0% |
| 6M | +7.6% | -39.8% | +47.3% | +9.8% |
| YTD | +17.4% | +13.3% | +4.1% | +14.5% |
| 1Y | +18.3% | +2.8% | +15.5% | +16.0% |
| 3Y | +79.8% | +139.7% | -59.9% | +61.3% |
| 5Y | +34.3% | -56.5% | +90.8% | +18.3% |
| All | +28.5% | -56.5% | +85.0% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling