+309.6%
NSC vs RL
+356.1%
-46.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.4% |
| 7D | -6.6% | -4.2% | -2.5% | -5.4% |
| 30D | +2.2% | +4.3% | -2.1% | +0.8% |
| 3M | -6.2% | -4.6% | -1.6% | -5.1% |
| 6M | +1.7% | +1.7% | 0.0% | -0.1% |
| YTD | +12.2% | +7.3% | +4.9% | +7.7% |
| 1Y | +15.4% | +20.8% | -5.4% | +6.3% |
| 3Y | +73.3% | +247.0% | -173.6% | +8.0% |
| 5Y | +24.7% | +225.5% | -200.8% | -23.3% |
| All | +309.6% | +356.1% | -46.5% | +114.8% |
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