+2,465.1%
NSC vs DVA
+5,194.7%
-2,729.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -5.5% | +1.8% | -7.3% | -5.8% |
| 30D | -3.2% | -2.5% | -0.7% | -2.9% |
| 3M | +7.7% | -4.3% | +11.9% | +7.9% |
| 6M | +4.5% | +18.9% | -14.3% | +1.0% |
| YTD | +15.6% | +61.9% | -46.4% | +6.3% |
| 1Y | +19.8% | +35.7% | -15.9% | +13.0% |
| 3Y | +70.1% | +78.6% | -8.5% | +51.8% |
| 5Y | +46.1% | +39.2% | +6.9% | +32.7% |
| 10Y | +328.1% | +184.0% | +144.1% | +247.0% |
| All | +2,465.1% | +5,194.7% | -2,729.6% | +1,484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling