+302.5%
NSC vs DD
+105.4%
+197.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | -0.9% |
| 7D | -5.4% | +9.8% | -15.2% | -9.7% |
| 30D | +2.9% | +19.3% | -16.4% | -5.5% |
| 3M | -2.2% | +9.4% | -11.5% | -6.6% |
| 6M | +5.3% | +4.8% | +0.5% | +1.8% |
| YTD | +14.8% | +30.2% | -15.5% | -0.9% |
| 1Y | +16.6% | +32.2% | -15.7% | -0.2% |
| 3Y | +78.6% | +93.1% | -14.5% | +22.0% |
| 5Y | +27.2% | +68.0% | -40.8% | -8.8% |
| 10Y | +302.5% | +98.5% | +204.1% | +127.3% |
| All | +302.5% | +105.4% | +197.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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