+16.9%
NSC vs DRI
+36.0%
-19.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | +3.9% | +14.7% | -10.8% | +1.9% |
| 3M | -0.8% | +5.4% | -6.2% | -1.7% |
| 6M | +7.1% | +18.8% | -11.7% | +3.8% |
| YTD | +16.4% | +28.4% | -11.9% | +9.0% |
| 1Y | +16.9% | +37.7% | -20.8% | +6.0% |
| All | +16.9% | +36.0% | -19.1% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling