+295.3%
NSC vs DG
+123.6%
+171.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.9% |
| 7D | -6.2% | +1.1% | -7.3% | -6.5% |
| 30D | +2.6% | +9.5% | -6.9% | +0.8% |
| 3M | -5.8% | +5.5% | -11.3% | -7.0% |
| 6M | +2.1% | +16.1% | -14.0% | -1.4% |
| YTD | +12.7% | +2.7% | +10.0% | +11.2% |
| 1Y | +15.9% | +42.1% | -26.2% | +6.7% |
| 3Y | +74.0% | +19.3% | +54.8% | +59.0% |
| 5Y | +25.2% | -35.3% | +60.5% | +34.4% |
| All | +295.3% | +123.6% | +171.7% | +194.1% |
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