+32.3%
NSC vs RBA
+45.7%
-13.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +2.5% | +1.7% | +0.7% | +2.1% |
| 30D | +1.7% | +8.3% | -6.6% | -0.2% |
| 3M | -2.6% | +10.5% | -13.1% | -4.9% |
| 6M | +6.4% | -5.9% | +12.3% | +6.8% |
| YTD | +15.5% | -6.9% | +22.4% | +15.7% |
| 1Y | +17.6% | -4.9% | +22.5% | +17.1% |
| 3Y | +75.0% | +64.5% | +10.5% | +50.9% |
| All | +32.3% | +45.7% | -13.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling