+1,538.7%
NSC vs RBA
+4,003.4%
-2,464.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -6.6% | +4.3% | -10.9% | -7.7% |
| 30D | +2.2% | +16.3% | -14.2% | -2.1% |
| 3M | -6.2% | +1.3% | -7.5% | -6.9% |
| 6M | +1.7% | -11.1% | +12.7% | +3.9% |
| YTD | +12.2% | -8.5% | +20.7% | +13.2% |
| 1Y | +15.4% | -2.1% | +17.5% | +14.1% |
| 3Y | +73.3% | +44.6% | +28.8% | +51.3% |
| 5Y | +24.7% | +36.8% | -12.1% | +7.8% |
| 10Y | +324.5% | +227.3% | +97.2% | +175.9% |
| All | +1,538.7% | +4,003.4% | -2,464.7% | +494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling