+5,605.4%
NSC vs RGEN
+1,576.0%
+4,029.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.5% | -4.9% | -0.6% | -5.3% |
| 30D | -3.2% | +5.7% | -8.9% | -3.5% |
| 3M | +7.7% | +32.4% | -24.8% | +6.1% |
| 6M | +4.5% | +33.2% | -28.7% | +2.8% |
| YTD | +15.6% | +2.3% | +13.3% | +15.0% |
| 1Y | +19.8% | +39.0% | -19.2% | +17.5% |
| 3Y | +70.1% | -4.6% | +74.7% | +68.2% |
| 5Y | +46.1% | -42.7% | +88.8% | +46.1% |
| 10Y | +328.1% | +433.6% | -105.5% | +289.5% |
| All | +5,605.4% | +1,576.0% | +4,029.4% | +4,313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling