+299.9%
NSC vs DVA
+206.9%
+93.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | -3.5% | -4.8% | +1.2% | -2.5% |
| 30D | +3.9% | +0.9% | +3.0% | +3.5% |
| 3M | -0.8% | +2.9% | -3.7% | -1.8% |
| 6M | +7.1% | -7.8% | +14.9% | +7.8% |
| YTD | +16.4% | +61.5% | -45.1% | +0.6% |
| 1Y | +16.9% | +50.1% | -33.2% | +2.9% |
| 3Y | +78.4% | +121.1% | -42.7% | +37.3% |
| 5Y | +33.1% | +72.9% | -39.8% | +4.9% |
| 10Y | +299.9% | +208.2% | +91.6% | +158.7% |
| All | +299.9% | +206.9% | +93.0% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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