+309.6%
NSC vs DD
+87.9%
+221.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.3% |
| 7D | -6.6% | +4.6% | -11.2% | -8.8% |
| 30D | +2.2% | +11.8% | -9.6% | -3.3% |
| 3M | -6.2% | +2.2% | -8.4% | -7.6% |
| 6M | +1.7% | -1.6% | +3.3% | +1.3% |
| YTD | +12.2% | +23.0% | -10.8% | -0.5% |
| 1Y | +15.4% | +26.9% | -11.5% | +0.7% |
| 3Y | +73.3% | +77.9% | -4.5% | +23.2% |
| 5Y | +24.7% | +59.9% | -35.2% | -8.6% |
| All | +309.6% | +87.9% | +221.7% | +137.5% |
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