+5,605.4%
NSC vs D
+2,347.4%
+3,258.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -5.5% | +0.4% | -6.0% | -5.7% |
| 30D | -3.2% | -3.6% | +0.3% | -1.7% |
| 3M | +7.7% | -1.0% | +8.7% | +8.0% |
| 6M | +4.5% | +6.3% | -1.8% | +1.1% |
| YTD | +15.6% | +14.7% | +0.9% | +7.9% |
| 1Y | +19.8% | +16.9% | +2.9% | +10.5% |
| 3Y | +70.1% | +56.8% | +13.3% | +33.7% |
| 5Y | +46.1% | +5.2% | +40.9% | +36.8% |
| 10Y | +328.1% | +35.9% | +292.2% | +242.5% |
| All | +5,605.4% | +2,347.4% | +3,258.0% | +1,056.7% |
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 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