+2,947.0%
NSC vs RMD
+36,837.6%
-33,890.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -5.0% | -0.5% | -4.6% |
| 30D | -3.2% | +2.2% | -5.4% | -3.6% |
| 3M | +7.7% | +17.8% | -10.2% | +4.3% |
| 6M | +4.5% | -11.3% | +15.9% | +6.4% |
| YTD | +15.6% | -4.4% | +20.0% | +15.9% |
| 1Y | +19.8% | -15.7% | +35.6% | +22.9% |
| 3Y | +70.1% | +47.7% | +22.4% | +55.1% |
| 5Y | +46.1% | -19.2% | +65.3% | +46.7% |
| 10Y | +328.1% | +280.4% | +47.7% | +228.2% |
| All | +2,947.0% | +36,837.6% | -33,890.7% | +1,429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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