+309.6%
NSC vs DRI
+367.2%
-57.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -6.6% | +2.8% | -9.4% | -7.5% |
| 30D | +2.2% | +13.3% | -11.1% | -2.2% |
| 3M | -6.2% | +8.2% | -14.4% | -9.1% |
| 6M | +1.7% | +17.5% | -15.9% | -4.7% |
| YTD | +12.2% | +26.9% | -14.7% | +1.8% |
| 1Y | +15.4% | +31.6% | -16.2% | +3.2% |
| 3Y | +73.3% | +67.0% | +6.4% | +40.0% |
| 5Y | +24.7% | +72.9% | -48.2% | -2.3% |
| All | +309.6% | +367.2% | -57.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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