+74.6%
NSC vs RBA
+36.9%
+37.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | -3.2% | -12.3% | +9.1% | -0.6% |
| 3M | +7.7% | -20.5% | +28.2% | +12.2% |
| 6M | +4.5% | -18.5% | +23.1% | +8.1% |
| YTD | +15.6% | -18.2% | +33.8% | +18.8% |
| 1Y | +19.8% | -27.5% | +47.3% | +27.1% |
| All | +74.6% | +36.9% | +37.6% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling