+45.9%
NSC vs DD
+61.7%
-15.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -1.9% | -7.4% | +5.5% | +0.9% |
| 3M | +6.2% | -6.4% | +12.7% | +8.5% |
| 6M | +9.2% | -2.5% | +11.7% | +9.0% |
| YTD | +15.0% | +10.2% | +4.8% | +9.0% |
| 1Y | +21.1% | +36.9% | -15.9% | +4.2% |
| 3Y | +78.6% | +47.0% | +31.6% | +45.2% |
| 5Y | +45.9% | +63.1% | -17.3% | +11.8% |
| All | +45.9% | +61.7% | -15.8% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling