+5,605.4%
NSC vs DD
+961.9%
+4,643.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -5.5% | -3.5% | -2.0% | -4.0% |
| 30D | -3.2% | -10.3% | +7.1% | +1.4% |
| 3M | +7.7% | -7.5% | +15.2% | +10.9% |
| 6M | +4.5% | -8.0% | +12.5% | +7.1% |
| YTD | +15.6% | +10.5% | +5.1% | +9.0% |
| 1Y | +19.8% | +38.3% | -18.4% | +1.7% |
| 3Y | +70.1% | +42.5% | +27.6% | +38.7% |
| 5Y | +46.1% | +60.2% | -14.0% | +10.8% |
| 10Y | +328.1% | +68.9% | +259.2% | +200.1% |
| All | +5,605.4% | +961.9% | +4,643.5% | +1,516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling