+302.5%
NSC vs RL
+397.7%
-95.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | 0.0% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +2.9% | +7.3% | -4.4% | +0.6% |
| 3M | -2.2% | +1.0% | -3.2% | -2.8% |
| 6M | +5.3% | +11.8% | -6.5% | +0.4% |
| YTD | +14.8% | +13.6% | +1.2% | +8.2% |
| 1Y | +16.6% | +24.0% | -7.5% | +6.6% |
| 3Y | +78.6% | +256.6% | -178.0% | +10.4% |
| 5Y | +27.2% | +240.2% | -213.0% | -22.8% |
| 10Y | +302.5% | +373.0% | -70.4% | +107.0% |
| All | +302.5% | +397.7% | -95.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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