+5,601.7%
NSC vs D
+2,488.7%
+3,113.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | -3.8% | +6.9% | -10.7% | -6.7% |
| 30D | +4.1% | +12.3% | -8.2% | -1.3% |
| 3M | -3.3% | +3.0% | -6.3% | -4.8% |
| 6M | +5.9% | +12.8% | -6.9% | -0.3% |
| YTD | +15.5% | +22.6% | -7.1% | +4.5% |
| 1Y | +19.3% | +21.7% | -2.3% | +8.2% |
| 3Y | +79.0% | +83.9% | -4.9% | +30.9% |
| 5Y | +28.3% | +14.0% | +14.3% | +15.9% |
| 10Y | +336.8% | +45.6% | +291.3% | +238.5% |
| All | +5,601.7% | +2,488.7% | +3,113.1% | +1,026.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling