+20.3%
NSC vs DBX
+12.9%
+7.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | +3.9% | +26.1% | -22.2% | +4.5% |
| 6M | +7.8% | +29.4% | -21.6% | +9.4% |
| YTD | +13.4% | +24.4% | -11.0% | +15.3% |
| 1Y | +20.3% | +10.9% | +9.4% | +23.5% |
| All | +20.3% | +12.9% | +7.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling