+5,578.7%
NSC vs NYT
+772.2%
+4,806.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -1.9% | +7.0% | -8.9% | -3.8% |
| 3M | +6.2% | -7.9% | +14.1% | +7.9% |
| 6M | +9.2% | -15.0% | +24.2% | +13.0% |
| YTD | +15.0% | -1.3% | +16.3% | +13.9% |
| 1Y | +21.1% | +16.9% | +4.2% | +14.1% |
| 3Y | +78.6% | +58.9% | +19.7% | +52.4% |
| 5Y | +45.9% | +40.9% | +5.0% | +25.3% |
| 10Y | +326.9% | +471.8% | -144.9% | +135.5% |
| All | +5,578.7% | +772.2% | +4,806.5% | +2,420.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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