+29.3%
NSC vs RL
+245.5%
-216.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | +3.6% | +7.6% | -4.0% | +1.6% |
| 3M | -1.4% | -1.5% | +0.1% | -1.2% |
| 6M | +6.0% | +12.1% | -6.1% | +1.8% |
| YTD | +15.5% | +13.9% | +1.6% | +9.9% |
| 1Y | +16.2% | +20.7% | -4.4% | +8.6% |
| 3Y | +76.9% | +260.6% | -183.6% | +14.9% |
| 5Y | +29.3% | +248.9% | -219.5% | -18.6% |
| All | +29.3% | +245.5% | -216.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling