+17.6%
NSC vs DAR
+61.9%
-44.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +2.5% | +11.6% | -9.1% | +1.8% |
| 30D | +1.7% | -10.2% | +11.9% | +2.1% |
| 3M | -2.6% | -14.8% | +12.3% | -1.9% |
| 6M | +6.4% | -10.1% | +16.5% | +6.4% |
| YTD | +15.5% | +55.5% | -40.0% | +5.5% |
| 1Y | +17.6% | +61.7% | -44.1% | +6.8% |
| All | +17.6% | +61.9% | -44.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling