+299.9%
NSC vs RBA
+209.3%
+90.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.5% | +0.6% | -4.2% | -3.7% |
| 30D | +3.9% | +9.0% | -5.0% | +1.2% |
| 3M | -0.8% | +7.2% | -8.0% | -3.2% |
| 6M | +7.1% | -7.8% | +14.9% | +8.4% |
| YTD | +16.4% | -6.4% | +22.8% | +16.6% |
| 1Y | +16.9% | -4.2% | +21.1% | +16.1% |
| 3Y | +78.4% | +64.1% | +14.3% | +45.9% |
| 5Y | +33.1% | +48.4% | -15.3% | +9.2% |
| 10Y | +299.9% | +209.9% | +90.0% | +120.0% |
| All | +299.9% | +209.3% | +90.5% | +120.0% |
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