+5,605.4%
NSC vs DTE
+3,490.8%
+2,114.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.2% | -2.6% | -0.6% | -2.0% |
| 3M | +7.7% | -3.9% | +11.6% | +9.6% |
| 6M | +4.5% | -7.9% | +12.4% | +8.6% |
| YTD | +15.6% | +7.2% | +8.4% | +11.1% |
| 1Y | +19.8% | +3.1% | +16.8% | +17.3% |
| 3Y | +70.1% | +47.6% | +22.5% | +37.3% |
| 5Y | +46.1% | +32.7% | +13.4% | +23.4% |
| 10Y | +328.1% | +138.8% | +189.3% | +164.0% |
| All | +5,605.4% | +3,490.8% | +2,114.6% | +980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling