+328.2%
NSC vs DVA
+187.5%
+140.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.4% | +1.7% | -5.1% | -3.8% |
| 3M | +5.1% | -8.7% | +13.7% | +6.5% |
| 6M | +9.2% | +19.7% | -10.4% | +2.8% |
| YTD | +13.4% | +59.6% | -46.2% | -1.4% |
| 1Y | +20.8% | +37.1% | -16.3% | +8.9% |
| 3Y | +76.1% | +89.8% | -13.7% | +40.6% |
| 5Y | +45.3% | +47.4% | -2.1% | +21.0% |
| All | +328.2% | +187.5% | +140.7% | +182.4% |
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