+19.8%
NSC vs P
+32.0%
-12.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -5.5% | +6.5% | -12.1% | -5.6% |
| 30D | -3.2% | +18.8% | -22.0% | -3.5% |
| 3M | +7.7% | +26.7% | -19.1% | +7.3% |
| 6M | +4.5% | +62.2% | -57.7% | +4.1% |
| YTD | +15.6% | +48.5% | -32.9% | +15.2% |
| 1Y | +19.8% | +26.4% | -6.6% | +19.4% |
| All | +19.8% | +32.0% | -12.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling