+193.4%
NSC vs DBX
+12.3%
+181.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +3.0% |
| 7D | -5.4% | -8.6% | +3.2% | -3.7% |
| 30D | +2.9% | -5.2% | +8.1% | +3.9% |
| 3M | -2.2% | -6.4% | +4.3% | -1.3% |
| 6M | +5.3% | +12.7% | -7.5% | +1.8% |
| YTD | +14.8% | +17.2% | -2.4% | +9.4% |
| 1Y | +16.6% | +5.5% | +11.0% | +13.6% |
| 3Y | +78.6% | +24.1% | +54.5% | +63.7% |
| 5Y | +27.2% | +14.2% | +13.0% | +16.4% |
| All | +193.4% | +12.3% | +181.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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