+1.7%
NSC vs DD
-0.8%
+2.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | -6.6% | +4.6% | -11.2% | -6.7% |
| 30D | +2.2% | +11.8% | -9.6% | +1.7% |
| 3M | -6.2% | +2.2% | -8.4% | -6.7% |
| 6M | +1.7% | -1.6% | +3.3% | +1.2% |
| All | +1.7% | -0.8% | +2.5% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling