+309.6%
NSC vs RBA
+224.6%
+85.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -6.6% | +4.3% | -10.9% | -7.8% |
| 30D | +2.2% | +16.3% | -14.2% | -2.6% |
| 3M | -6.2% | +1.3% | -7.5% | -6.9% |
| 6M | +1.7% | -11.1% | +12.7% | +4.1% |
| YTD | +12.2% | -8.5% | +20.7% | +13.1% |
| 1Y | +15.4% | -2.1% | +17.5% | +13.7% |
| 3Y | +73.3% | +44.6% | +28.8% | +47.3% |
| 5Y | +24.7% | +36.8% | -12.1% | +5.3% |
| All | +309.6% | +224.6% | +85.0% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling