+356.6%
NSC vs DOC
+19.9%
+336.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.3% |
| 7D | +1.8% | +8.7% | -6.9% | -1.5% |
| 30D | +8.8% | +7.6% | +1.2% | +5.6% |
| 3M | +1.2% | -5.3% | +6.5% | +3.1% |
| 6M | +11.3% | +27.6% | -16.3% | -0.1% |
| YTD | +20.7% | +32.4% | -11.7% | +6.2% |
| 1Y | +23.4% | +22.9% | +0.5% | +11.8% |
| 3Y | +87.1% | +43.1% | +44.0% | +56.7% |
| 5Y | +33.8% | -21.4% | +55.2% | +41.8% |
| 10Y | +356.6% | +16.8% | +339.8% | +312.8% |
| All | +356.6% | +19.9% | +336.7% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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