+302.5%
NSC vs DRI
+370.8%
-68.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -5.4% | +3.1% | -8.5% | -6.4% |
| 30D | +2.9% | +16.2% | -13.3% | -2.4% |
| 3M | -2.2% | +8.4% | -10.5% | -5.2% |
| 6M | +5.3% | +19.0% | -13.7% | -1.7% |
| YTD | +14.8% | +28.8% | -14.1% | +3.5% |
| 1Y | +16.6% | +33.1% | -16.6% | +3.8% |
| 3Y | +78.6% | +70.8% | +7.8% | +43.1% |
| 5Y | +27.2% | +74.2% | -47.1% | -0.5% |
| 10Y | +302.5% | +345.5% | -43.0% | +115.5% |
| All | +302.5% | +370.8% | -68.2% | +115.5% |
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