+295.3%
NSC vs RBA
+228.6%
+66.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -6.2% | +4.3% | -10.5% | -7.4% |
| 30D | +2.6% | +16.3% | -13.7% | -2.2% |
| 3M | -5.8% | +1.3% | -7.1% | -6.5% |
| 6M | +2.1% | -11.1% | +13.2% | +4.5% |
| YTD | +12.7% | -8.5% | +21.1% | +13.6% |
| 1Y | +15.9% | -2.1% | +18.0% | +14.2% |
| 3Y | +74.0% | +44.6% | +29.5% | +47.9% |
| 5Y | +25.2% | +36.8% | -11.6% | +5.7% |
| All | +295.3% | +228.6% | +66.6% | +115.4% |
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