+75.0%
NSC vs RL
+250.5%
-175.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | +2.5% | +2.6% | -0.1% | +1.9% |
| 30D | +1.7% | +2.9% | -1.2% | +1.0% |
| 3M | -2.6% | 0.0% | -2.6% | -2.7% |
| 6M | +6.4% | +17.1% | -10.7% | +1.8% |
| YTD | +15.5% | +10.1% | +5.4% | +11.6% |
| 1Y | +17.6% | +17.3% | +0.3% | +11.6% |
| 3Y | +75.0% | +249.3% | -174.4% | +21.4% |
| All | +75.0% | +250.5% | -175.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling