+1,830.3%
NSC vs RL
+1,498.4%
+331.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -2.1% |
| 7D | -3.8% | -4.7% | +0.9% | -2.4% |
| 30D | +4.1% | +3.6% | +0.5% | +2.9% |
| 3M | -3.3% | +0.5% | -3.8% | -3.7% |
| 6M | +5.9% | +6.6% | -0.7% | +2.6% |
| YTD | +15.5% | +8.8% | +6.7% | +10.6% |
| 1Y | +19.3% | +21.8% | -2.4% | +10.2% |
| 3Y | +79.0% | +245.8% | -166.8% | +16.0% |
| 5Y | +28.3% | +230.0% | -201.7% | -18.2% |
| 10Y | +336.8% | +369.4% | -32.6% | +131.7% |
| All | +1,830.3% | +1,498.4% | +331.9% | +517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling