+26.6%
NSC vs AUR
-36.6%
+63.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -5.5% | +8.7% | -14.3% | -6.0% |
| 30D | -3.2% | -5.2% | +2.0% | -3.0% |
| 3M | +7.7% | -7.3% | +15.0% | +7.8% |
| 6M | +4.5% | +41.2% | -36.7% | +1.4% |
| YTD | +15.6% | +65.1% | -49.5% | +10.7% |
| 1Y | +19.8% | +13.4% | +6.4% | +17.3% |
| 3Y | +70.1% | +98.1% | -28.0% | +53.6% |
| 5Y | +46.1% | -36.0% | +82.1% | +26.9% |
| All | +26.6% | -36.6% | +63.2% | +10.3% |
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