+32.3%
NSC vs RGEN
-35.5%
+67.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +2.5% | -3.3% | +5.8% | +2.9% |
| 30D | +1.7% | -5.8% | +7.5% | +2.4% |
| 3M | -2.6% | +0.2% | -2.7% | -3.0% |
| 6M | +6.4% | +56.8% | -50.3% | -1.1% |
| YTD | +15.5% | +2.4% | +13.1% | +13.9% |
| 1Y | +17.6% | +11.4% | +6.2% | +14.3% |
| 3Y | +75.0% | +15.2% | +59.8% | +63.6% |
| All | +32.3% | -35.5% | +67.7% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling