+291.1%
NSC vs DG
+105.9%
+185.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +1.6% | -2.5% | +4.1% | +2.1% |
| 30D | +4.2% | +7.7% | -3.5% | +2.7% |
| 3M | -0.2% | +13.1% | -13.3% | -2.7% |
| 6M | +7.6% | +32.0% | -24.5% | +1.5% |
| YTD | +17.4% | +3.3% | +14.0% | +15.6% |
| 1Y | +18.3% | +31.7% | -13.4% | +10.7% |
| 3Y | +79.8% | +21.7% | +58.1% | +63.6% |
| 5Y | +34.3% | -34.7% | +69.1% | +43.9% |
| All | +291.1% | +105.9% | +185.2% | +195.4% |
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