+326.9%
NSC vs RGEN
+406.9%
-80.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -1.9% | +2.8% | -4.8% | -2.4% |
| 3M | +6.2% | +34.5% | -28.2% | +0.8% |
| 6M | +9.2% | +40.5% | -31.3% | +2.1% |
| YTD | +15.0% | +2.8% | +12.2% | +13.2% |
| 1Y | +21.1% | +39.6% | -18.5% | +12.5% |
| 3Y | +78.6% | +4.4% | +74.2% | +68.2% |
| 5Y | +45.9% | -42.8% | +88.6% | +45.7% |
| 10Y | +326.9% | +406.7% | -79.8% | +167.6% |
| All | +326.9% | +406.9% | -80.0% | +167.6% |
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