+295.3%
NSC vs RGEN
+490.1%
-194.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | -6.2% | -1.9% | -4.3% | -6.0% |
| 30D | +2.6% | +3.7% | -1.2% | +1.8% |
| 3M | -5.8% | +8.8% | -14.6% | -7.5% |
| 6M | +2.1% | +38.0% | -35.8% | -4.1% |
| YTD | +12.7% | +5.9% | +6.8% | +10.0% |
| 1Y | +15.9% | +19.7% | -3.8% | +10.6% |
| 3Y | +74.0% | +20.5% | +53.5% | +60.0% |
| 5Y | +25.2% | -35.0% | +60.2% | +22.2% |
| All | +295.3% | +490.1% | -194.8% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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