+323.6%
NSC vs D
+35.0%
+288.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.5% | +1.5% | -7.0% | -6.1% |
| 30D | -3.2% | -2.6% | -0.6% | -2.2% |
| 3M | +7.7% | 0.0% | +7.7% | +7.5% |
| 6M | +4.5% | +7.4% | -2.8% | +1.0% |
| YTD | +15.6% | +15.9% | -0.3% | +8.0% |
| 1Y | +19.8% | +18.1% | +1.7% | +10.8% |
| 3Y | +70.1% | +58.4% | +11.7% | +35.2% |
| 5Y | +46.1% | +5.2% | +40.9% | +39.1% |
| All | +323.6% | +35.0% | +288.6% | +280.8% |
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