+73.3%
NSC vs DG
+19.3%
+54.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.7% |
| 7D | -6.6% | +1.1% | -7.7% | -6.7% |
| 30D | +2.2% | +9.5% | -7.4% | +1.8% |
| 3M | -6.2% | +5.5% | -11.7% | -6.4% |
| 6M | +1.7% | +16.1% | -14.4% | +1.0% |
| YTD | +12.2% | +2.7% | +9.6% | +12.1% |
| 1Y | +15.4% | +42.1% | -26.7% | +13.8% |
| 3Y | +73.3% | +19.3% | +54.1% | +64.1% |
| All | +73.3% | +19.3% | +54.0% | +64.1% |
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 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