+2,154.0%
NSC vs DGX
+8,858.2%
-6,704.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.5% | -2.3% | -3.2% | -5.0% |
| 30D | -3.2% | +0.6% | -3.8% | -3.3% |
| 3M | +7.7% | +21.4% | -13.7% | +2.5% |
| 6M | +4.5% | +14.7% | -10.2% | +0.7% |
| YTD | +15.6% | +38.4% | -22.9% | +6.1% |
| 1Y | +19.8% | +34.0% | -14.1% | +10.8% |
| 3Y | +70.1% | +92.7% | -22.6% | +42.5% |
| 5Y | +46.1% | +67.7% | -21.6% | +25.8% |
| 10Y | +328.1% | +248.0% | +80.1% | +206.8% |
| All | +2,154.0% | +8,858.2% | -6,704.3% | +856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling