+45.9%
NSC vs DTE
+35.6%
+10.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -1.9% | -1.9% | -0.1% | -1.1% |
| 3M | +6.2% | -3.3% | +9.5% | +7.7% |
| 6M | +9.2% | -7.1% | +16.3% | +12.6% |
| YTD | +15.0% | +8.1% | +6.9% | +10.4% |
| 1Y | +21.1% | +5.3% | +15.8% | +17.4% |
| 3Y | +78.6% | +48.2% | +30.4% | +43.3% |
| 5Y | +45.9% | +33.2% | +12.7% | +22.9% |
| All | +45.9% | +35.6% | +10.2% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling