+335.7%
NSC vs RNG
+215.2%
+120.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.0% | -4.1% | +2.0% | -1.6% |
| 30D | -3.2% | +8.6% | -11.8% | -4.2% |
| 3M | +3.9% | +78.0% | -74.0% | -3.6% |
| 6M | +7.8% | +67.0% | -59.2% | -0.1% |
| YTD | +13.4% | +142.4% | -129.0% | -0.9% |
| 1Y | +20.3% | +120.4% | -100.1% | +6.1% |
| 3Y | +76.1% | +122.1% | -46.0% | +51.2% |
| 5Y | +45.0% | -69.8% | +114.8% | +50.6% |
| 10Y | +335.7% | +223.4% | +112.3% | +174.6% |
| All | +335.7% | +215.2% | +120.5% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling