+76.9%
NSC vs DRI
+69.5%
+7.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.4% | +4.2% | -7.6% | -4.5% |
| 30D | +3.6% | +15.7% | -12.1% | -0.5% |
| 3M | -1.4% | +5.8% | -7.2% | -3.2% |
| 6M | +6.0% | +18.4% | -12.5% | +0.2% |
| YTD | +15.5% | +28.2% | -12.7% | +5.6% |
| 1Y | +16.2% | +35.9% | -19.7% | +4.0% |
| 3Y | +76.9% | +67.7% | +9.2% | +36.3% |
| All | +76.9% | +69.5% | +7.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling