+77.8%
NSC vs DG
+22.1%
+55.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +1.6% | -2.5% | +4.1% | +1.8% |
| 30D | +4.2% | +7.7% | -3.5% | +3.9% |
| 3M | -0.2% | +13.1% | -13.3% | -0.8% |
| 6M | +7.6% | +32.0% | -24.5% | +6.1% |
| YTD | +17.4% | +3.3% | +14.0% | +17.2% |
| 1Y | +18.3% | +31.7% | -13.4% | +16.9% |
| All | +77.8% | +22.1% | +55.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling