+15.4%
NSC vs RBA
-3.3%
+18.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -6.6% | +4.3% | -10.9% | -7.1% |
| 30D | +2.2% | +16.3% | -14.2% | +0.3% |
| 3M | -6.2% | +1.3% | -7.5% | -6.5% |
| 6M | +1.7% | -11.1% | +12.7% | +2.2% |
| YTD | +12.2% | -8.5% | +20.7% | +10.1% |
| 1Y | +15.4% | -2.1% | +17.5% | +10.3% |
| All | +15.4% | -3.3% | +18.7% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling