+427.2%
NSC vs RACE
+670.3%
-243.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.5% |
| 7D | -3.8% | +5.7% | -9.4% | -5.6% |
| 30D | +4.1% | +9.3% | -5.2% | +1.0% |
| 3M | -3.3% | +3.8% | -7.1% | -4.7% |
| 6M | +5.9% | +29.8% | -23.9% | -4.3% |
| YTD | +15.5% | +15.6% | -0.1% | +8.0% |
| 1Y | +19.3% | +5.1% | +14.3% | +15.4% |
| 3Y | +79.0% | +30.8% | +48.3% | +52.6% |
| 5Y | +28.3% | +67.4% | -39.1% | -2.9% |
| 10Y | +336.8% | +793.6% | -456.8% | +91.4% |
| All | +427.2% | +670.3% | -243.1% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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