+47.4%
NSC vs RL
+238.1%
-190.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -3.2% | -7.8% | +4.6% | -1.3% |
| 3M | +7.7% | -4.0% | +11.7% | +8.2% |
| 6M | +4.5% | -1.9% | +6.4% | +3.8% |
| YTD | +15.6% | -0.2% | +15.7% | +14.0% |
| 1Y | +19.8% | +10.7% | +9.2% | +14.4% |
| 3Y | +70.1% | +210.8% | -140.7% | +16.9% |
| All | +47.4% | +238.1% | -190.6% | -5.7% |
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