+3,106.6%
NSC vs DAR
+1,334.0%
+1,772.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -6.6% | -9.9% | +3.3% | -5.8% |
| 30D | +2.2% | -16.4% | +18.5% | +3.6% |
| 3M | -6.2% | -17.1% | +10.8% | -4.9% |
| 6M | +1.7% | -20.5% | +22.2% | +3.4% |
| YTD | +12.2% | +39.4% | -27.2% | +8.8% |
| 1Y | +15.4% | +57.2% | -41.8% | +10.7% |
| 3Y | +73.3% | +13.9% | +59.5% | +68.7% |
| 5Y | +24.7% | -40.8% | +65.5% | +26.8% |
| 10Y | +324.5% | +276.2% | +48.3% | +274.5% |
| All | +3,106.6% | +1,334.0% | +1,772.6% | +2,500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling