+24.4%
NSC vs REPL
-35.6%
+60.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.0% | -10.8% | -2.9% |
| 7D | -6.6% | +22.8% | -29.4% | -6.9% |
| 30D | +2.2% | +63.8% | -61.6% | +1.3% |
| 3M | -6.2% | +68.1% | -74.3% | -7.0% |
| 6M | +1.7% | +528.5% | -526.8% | -2.7% |
| YTD | +12.2% | +122.4% | -110.2% | +8.2% |
| 1Y | +15.4% | +154.4% | -138.9% | +10.9% |
| 3Y | +73.3% | +68.0% | +5.3% | +55.1% |
| All | +24.4% | -35.6% | +60.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling