+45.9%
NSC vs DG
-37.3%
+83.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | -1.5% | -2.5% | +0.9% | -1.3% |
| 30D | -1.9% | +1.0% | -2.9% | -2.1% |
| 3M | +6.2% | +20.3% | -14.1% | +4.2% |
| 6M | +9.2% | -11.7% | +20.9% | +10.3% |
| YTD | +15.0% | -2.3% | +17.4% | +15.0% |
| 1Y | +21.1% | +20.0% | +1.1% | +18.3% |
| 3Y | +78.6% | +7.2% | +71.4% | +73.6% |
| 5Y | +45.9% | -37.9% | +83.8% | +55.7% |
| All | +45.9% | -37.3% | +83.1% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling