+832.8%
NSC vs DG
+606.1%
+226.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -5.5% | +8.4% | -13.9% | -7.0% |
| 30D | -3.2% | +4.9% | -8.2% | -4.2% |
| 3M | +7.7% | +29.3% | -21.7% | +2.0% |
| 6M | +4.5% | -11.3% | +15.8% | +6.3% |
| YTD | +15.6% | +1.8% | +13.8% | +14.2% |
| 1Y | +19.8% | +25.3% | -5.5% | +13.0% |
| 3Y | +70.1% | +9.1% | +61.0% | +58.8% |
| 5Y | +46.1% | -34.9% | +81.0% | +52.8% |
| 10Y | +328.1% | +108.2% | +219.9% | +232.5% |
| All | +832.8% | +606.1% | +226.7% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling