+2,982.3%
NSC vs DRI
+7,577.6%
-4,595.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | -3.2% | +3.8% | -7.1% | -4.5% |
| 3M | +7.7% | +13.0% | -5.3% | +3.2% |
| 6M | +4.5% | +8.3% | -3.8% | +1.3% |
| YTD | +15.6% | +20.6% | -5.1% | +8.0% |
| 1Y | +19.8% | +6.5% | +13.4% | +16.0% |
| 3Y | +70.1% | +53.7% | +16.4% | +45.3% |
| 5Y | +46.1% | +72.7% | -26.6% | +18.4% |
| 10Y | +328.1% | +363.2% | -35.1% | +136.9% |
| All | +2,982.3% | +7,577.6% | -4,595.4% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling