+76.9%
NSC vs DVA
+111.7%
-34.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | -1.4% | -2.4% | +1.0% | -1.3% |
| 6M | +6.0% | -9.8% | +15.7% | +6.5% |
| YTD | +15.5% | +57.8% | -42.3% | +5.8% |
| 1Y | +16.2% | +49.2% | -33.0% | +7.4% |
| 3Y | +76.9% | +116.0% | -39.1% | +42.9% |
| All | +76.9% | +111.7% | -34.8% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling