+422.4%
NSC vs P
+449.6%
-27.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -16.4% | +12.1% | -1.9% |
| 7D | -3.8% | -31.9% | +28.1% | +1.6% |
| 30D | +4.1% | -36.5% | +40.6% | +10.7% |
| 3M | -3.3% | +11.6% | -14.9% | -6.6% |
| 6M | +5.9% | +25.2% | -19.3% | -1.0% |
| YTD | +15.5% | +39.4% | -23.9% | +5.1% |
| 1Y | +19.3% | -3.7% | +23.0% | +14.3% |
| 3Y | +79.0% | +167.3% | -88.2% | +32.3% |
| 5Y | +28.3% | +237.3% | -209.0% | -12.7% |
| 10Y | +336.8% | +698.6% | -361.8% | +135.8% |
| All | +422.4% | +449.6% | -27.3% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling