+139.9%
NSC vs REPL
+36.8%
+103.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.5% | +1.2% | +1.2% | +2.4% |
| 30D | +1.7% | +92.2% | -90.5% | -0.6% |
| 3M | -2.6% | +44.1% | -46.7% | -4.0% |
| 6M | +6.4% | +313.0% | -306.6% | -1.7% |
| YTD | +15.5% | +125.2% | -109.7% | +6.2% |
| 1Y | +17.6% | +143.8% | -126.2% | +7.7% |
| 3Y | +75.0% | +104.2% | -29.2% | +39.7% |
| 5Y | +32.2% | -34.5% | +66.7% | +14.4% |
| All | +139.9% | +36.8% | +103.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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