+329.1%
NSC vs RBA
+185.7%
+143.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -2.9% | -2.6% | -4.6% |
| 30D | -3.2% | -12.3% | +9.1% | +0.6% |
| 3M | +7.7% | -20.5% | +28.2% | +14.4% |
| 6M | +4.5% | -18.5% | +23.1% | +10.0% |
| YTD | +15.6% | -18.2% | +33.8% | +20.8% |
| 1Y | +19.8% | -27.5% | +47.3% | +30.0% |
| 3Y | +70.1% | +38.1% | +32.0% | +46.3% |
| 5Y | +46.1% | +44.8% | +1.3% | +19.2% |
| All | +329.1% | +185.7% | +143.3% | +141.1% |
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