+309.6%
NSC vs D
+42.6%
+267.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -6.6% | +3.0% | -9.6% | -7.8% |
| 30D | +2.2% | +11.5% | -9.3% | -2.4% |
| 3M | -6.2% | +3.7% | -9.9% | -7.7% |
| 6M | +1.7% | +13.5% | -11.9% | -4.0% |
| YTD | +12.2% | +20.7% | -8.5% | +3.1% |
| 1Y | +15.4% | +18.2% | -2.8% | +6.8% |
| 3Y | +73.3% | +73.3% | 0.0% | +32.8% |
| 5Y | +24.7% | +12.3% | +12.4% | +15.5% |
| All | +309.6% | +42.6% | +267.0% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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