+462.2%
NSC vs RNG
+328.0%
+134.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.4% | -6.0% | +2.6% | -2.7% |
| 30D | +3.6% | -7.4% | +11.0% | +4.4% |
| 3M | -1.4% | +14.6% | -16.0% | -3.4% |
| 6M | +6.0% | +61.5% | -55.6% | -1.5% |
| YTD | +15.5% | +155.7% | -140.2% | -0.6% |
| 1Y | +16.2% | +172.5% | -156.2% | -0.9% |
| 3Y | +76.9% | +168.0% | -91.1% | +47.4% |
| 5Y | +29.3% | -73.8% | +103.1% | +38.1% |
| 10Y | +298.3% | +240.3% | +58.0% | +159.5% |
| All | +462.2% | +328.0% | +134.2% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling