+299.9%
NSC vs DTE
+151.0%
+148.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -3.5% | +1.6% | -5.1% | -4.3% |
| 30D | +3.9% | +9.1% | -5.1% | -0.9% |
| 3M | -0.8% | +2.4% | -3.2% | -2.2% |
| 6M | +7.1% | -0.2% | +7.4% | +7.0% |
| YTD | +16.4% | +11.0% | +5.4% | +9.1% |
| 1Y | +16.9% | +3.4% | +13.5% | +14.0% |
| 3Y | +78.4% | +57.1% | +21.3% | +34.0% |
| 5Y | +33.1% | +46.6% | -13.4% | +2.7% |
| 10Y | +299.9% | +151.3% | +148.6% | +155.5% |
| All | +299.9% | +151.0% | +148.9% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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