+335.7%
NSC vs DTE
+136.5%
+199.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | -3.2% | -0.5% | -2.7% | -3.0% |
| 3M | +3.9% | -6.0% | +10.0% | +7.4% |
| 6M | +7.8% | -7.2% | +15.0% | +11.9% |
| YTD | +13.4% | +7.2% | +6.2% | +8.5% |
| 1Y | +20.3% | +4.1% | +16.3% | +16.8% |
| 3Y | +76.1% | +46.9% | +29.2% | +37.7% |
| 5Y | +45.0% | +32.9% | +12.1% | +18.8% |
| 10Y | +335.7% | +144.5% | +191.2% | +170.2% |
| All | +335.7% | +136.5% | +199.3% | +170.2% |
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