+284.9%
NSC vs DAR
+311.7%
-26.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +2.5% | +11.6% | -9.1% | -0.6% |
| 30D | +1.7% | -10.2% | +11.9% | +4.5% |
| 3M | -2.6% | -14.8% | +12.3% | +1.2% |
| 6M | +6.4% | -10.1% | +16.5% | +8.4% |
| YTD | +15.5% | +55.5% | -40.0% | +0.1% |
| 1Y | +17.6% | +61.7% | -44.1% | +0.6% |
| 3Y | +75.0% | +37.2% | +37.8% | +49.1% |
| 5Y | +32.2% | -26.9% | +59.1% | +32.9% |
| All | +284.9% | +311.7% | -26.8% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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