+328.2%
NSC vs DGX
+249.5%
+78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | -1.4% | -3.5% | +2.1% | +0.1% |
| 30D | -3.4% | -2.7% | -0.7% | -2.3% |
| 3M | +5.1% | +13.9% | -8.8% | -0.6% |
| 6M | +9.2% | +16.0% | -6.8% | +2.2% |
| YTD | +13.4% | +34.9% | -21.5% | -0.8% |
| 1Y | +20.8% | +30.6% | -9.8% | +6.9% |
| 3Y | +76.1% | +93.0% | -16.9% | +29.0% |
| 5Y | +45.3% | +64.4% | -19.1% | +12.5% |
| All | +328.2% | +249.5% | +78.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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