+13.4%
NSC vs RGEN
+20.1%
-6.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.4% |
| 7D | -6.2% | -1.9% | -4.3% | -6.2% |
| 30D | +2.6% | +3.7% | -1.2% | +2.6% |
| 3M | -5.8% | +8.8% | -14.6% | -5.6% |
| 6M | +2.1% | +38.0% | -35.8% | +3.7% |
| YTD | +12.7% | +5.9% | +6.8% | +18.2% |
| All | +13.4% | +20.1% | -6.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling