+295.3%
NSC vs RL
+370.2%
-75.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | -6.2% | -4.2% | -2.1% | -5.0% |
| 30D | +2.6% | +4.3% | -1.7% | +1.2% |
| 3M | -5.8% | -4.6% | -1.2% | -4.7% |
| 6M | +2.1% | +1.7% | +0.4% | +0.3% |
| YTD | +12.7% | +7.3% | +5.3% | +8.2% |
| 1Y | +15.9% | +20.8% | -4.9% | +6.8% |
| 3Y | +74.0% | +247.0% | -172.9% | +8.5% |
| 5Y | +25.2% | +225.5% | -200.3% | -23.0% |
| All | +295.3% | +370.2% | -75.0% | +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