+3,199.9%
NSC vs DAR
+1,348.6%
+1,851.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -4.1% |
| 7D | -3.8% | -8.1% | +4.3% | -3.1% |
| 30D | +4.1% | -17.1% | +21.2% | +5.7% |
| 3M | -3.3% | -12.3% | +9.0% | -2.4% |
| 6M | +5.9% | -21.8% | +27.7% | +7.8% |
| YTD | +15.5% | +40.8% | -25.3% | +11.8% |
| 1Y | +19.3% | +57.4% | -38.0% | +14.4% |
| 3Y | +79.0% | +12.1% | +66.9% | +74.4% |
| 5Y | +28.3% | -40.2% | +68.5% | +30.4% |
| 10Y | +336.8% | +280.1% | +56.8% | +285.1% |
| All | +3,199.9% | +1,348.6% | +1,851.3% | +2,573.7% |
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