+18.3%
NSC vs D
+15.2%
+3.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.6% | -3.1% | +4.7% | +2.6% |
| 30D | +4.2% | +8.4% | -4.2% | +1.8% |
| 3M | -0.2% | +0.2% | -0.5% | -0.6% |
| 6M | +7.6% | +9.5% | -1.9% | +4.6% |
| YTD | +17.4% | +18.8% | -1.4% | +11.1% |
| 1Y | +18.3% | +14.7% | +3.6% | +12.3% |
| All | +18.3% | +15.2% | +3.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling