+47.4%
NSC vs D
+4.5%
+42.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -5.5% | +0.4% | -6.0% | -5.7% |
| 30D | -3.2% | -3.6% | +0.3% | -2.1% |
| 3M | +7.7% | -1.0% | +8.7% | +7.9% |
| 6M | +4.5% | +6.3% | -1.8% | +2.0% |
| YTD | +15.6% | +14.7% | +0.9% | +9.8% |
| 1Y | +19.8% | +16.9% | +2.9% | +12.9% |
| 3Y | +70.1% | +56.8% | +13.3% | +41.5% |
| All | +47.4% | +4.5% | +42.9% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling