+284.9%
NSC vs RBA
+207.2%
+77.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +2.5% | +1.7% | +0.7% | +1.9% |
| 30D | +1.7% | +8.3% | -6.6% | -0.9% |
| 3M | -2.6% | +10.5% | -13.1% | -5.8% |
| 6M | +6.4% | -5.9% | +12.3% | +7.0% |
| YTD | +15.5% | -6.9% | +22.4% | +15.8% |
| 1Y | +17.6% | -4.9% | +22.5% | +17.0% |
| 3Y | +75.0% | +64.5% | +10.5% | +43.0% |
| 5Y | +32.2% | +46.1% | -13.9% | +9.1% |
| All | +284.9% | +207.2% | +77.7% | +111.8% |
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