+45.9%
NSC vs DVA
+38.1%
+7.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.2% |
| 7D | -1.5% | +2.2% | -3.7% | -1.8% |
| 30D | -1.9% | -2.0% | +0.1% | -1.7% |
| 3M | +6.2% | -6.3% | +12.5% | +6.7% |
| 6M | +9.2% | +19.4% | -10.3% | +5.3% |
| YTD | +15.0% | +58.5% | -43.5% | +5.9% |
| 1Y | +21.1% | +33.9% | -12.8% | +14.2% |
| 3Y | +78.6% | +88.4% | -9.8% | +57.9% |
| 5Y | +45.9% | +39.5% | +6.4% | +33.5% |
| All | +45.9% | +38.1% | +7.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling