+326.9%
NSC vs DG
+105.6%
+221.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.3% |
| 7D | -1.5% | -2.5% | +0.9% | -1.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.2% |
| 3M | +6.2% | +20.3% | -14.1% | +2.2% |
| 6M | +9.2% | -11.7% | +20.9% | +11.2% |
| YTD | +15.0% | -2.3% | +17.4% | +14.7% |
| 1Y | +21.1% | +20.0% | +1.1% | +15.2% |
| 3Y | +78.6% | +7.2% | +71.4% | +67.2% |
| 5Y | +45.9% | -37.9% | +83.8% | +57.7% |
| 10Y | +326.9% | +107.3% | +219.6% | +204.4% |
| All | +326.9% | +105.6% | +221.2% | +204.4% |
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