+284.9%
NSC vs DRI
+331.7%
-46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +1.7% | +9.7% | -8.0% | -1.6% |
| 3M | -2.6% | +3.2% | -5.7% | -3.9% |
| 6M | +6.4% | +20.6% | -14.1% | -1.1% |
| YTD | +15.5% | +28.3% | -12.8% | +4.4% |
| 1Y | +17.6% | +34.5% | -16.9% | +4.4% |
| 3Y | +75.0% | +66.5% | +8.4% | +41.6% |
| 5Y | +32.2% | +79.6% | -47.5% | +2.3% |
| All | +284.9% | +331.7% | -46.9% | +115.9% |
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