+2,152.4%
NSC vs DGX
+9,743.1%
-7,590.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.1% |
| 30D | +1.7% | +11.2% | -9.5% | -1.0% |
| 3M | -2.6% | +10.4% | -12.9% | -5.1% |
| 6M | +6.4% | +37.1% | -30.7% | -1.9% |
| YTD | +15.5% | +52.1% | -36.6% | +3.4% |
| 1Y | +17.6% | +40.7% | -23.1% | +7.4% |
| 3Y | +75.0% | +107.6% | -32.6% | +43.8% |
| 5Y | +32.2% | +90.6% | -58.4% | +10.2% |
| 10Y | +296.6% | +287.9% | +8.7% | +176.4% |
| All | +2,152.4% | +9,743.1% | -7,590.7% | +832.7% |
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