+302.5%
NSC vs DG
+128.5%
+174.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | -5.4% | +0.7% | -6.0% | -5.5% |
| 30D | +2.9% | +7.4% | -4.5% | +1.5% |
| 3M | -2.2% | +8.5% | -10.7% | -3.9% |
| 6M | +5.3% | +21.9% | -16.6% | +0.8% |
| YTD | +14.8% | +4.9% | +9.8% | +12.8% |
| 1Y | +16.6% | +40.4% | -23.8% | +7.7% |
| 3Y | +78.6% | +23.5% | +55.1% | +61.9% |
| 5Y | +27.2% | -32.3% | +59.5% | +34.8% |
| 10Y | +302.5% | +119.3% | +183.2% | +198.4% |
| All | +302.5% | +128.5% | +174.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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