+1,831.5%
NSC vs RL
+1,366.2%
+465.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -3.2% | -7.8% | +4.6% | -0.9% |
| 3M | +7.7% | -4.0% | +11.7% | +8.4% |
| 6M | +4.5% | -1.9% | +6.4% | +3.7% |
| YTD | +15.6% | -0.2% | +15.7% | +13.8% |
| 1Y | +19.8% | +10.7% | +9.2% | +13.9% |
| 3Y | +70.1% | +210.8% | -140.7% | +13.9% |
| 5Y | +46.1% | +238.2% | -192.1% | -7.8% |
| 10Y | +328.1% | +313.4% | +14.7% | +136.1% |
| All | +1,831.5% | +1,366.2% | +465.3% | +535.8% |
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 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