+5,859.6%
NSC vs DOC
+2,934.4%
+2,925.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.1% |
| 7D | +1.8% | +8.7% | -6.9% | -1.1% |
| 30D | +8.8% | +7.6% | +1.2% | +6.0% |
| 3M | +1.2% | -5.3% | +6.5% | +2.9% |
| 6M | +11.3% | +27.6% | -16.3% | +1.3% |
| YTD | +20.7% | +32.4% | -11.7% | +8.0% |
| 1Y | +23.4% | +22.9% | +0.5% | +13.2% |
| 3Y | +87.1% | +43.1% | +44.0% | +60.8% |
| 5Y | +33.8% | -21.4% | +55.2% | +40.3% |
| 10Y | +356.6% | +16.8% | +339.8% | +299.1% |
| All | +5,859.6% | +2,934.4% | +2,925.2% | +2,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling