+74.6%
NSC vs ROIV
+200.3%
-125.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -3.2% | +1.0% | -4.2% | -3.4% |
| 3M | +7.7% | +18.3% | -10.6% | +5.8% |
| 6M | +4.5% | +18.3% | -13.8% | +2.5% |
| YTD | +15.6% | +61.0% | -45.4% | +8.8% |
| 1Y | +19.8% | +177.9% | -158.0% | +3.9% |
| All | +74.6% | +200.3% | -125.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling