+335.7%
NSC vs ROK
+343.9%
-8.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -3.2% | -1.8% | -1.4% | -2.4% |
| 3M | +3.9% | -7.2% | +11.1% | +6.7% |
| 6M | +7.8% | +14.2% | -6.4% | -0.8% |
| YTD | +13.4% | +10.6% | +2.8% | +5.4% |
| 1Y | +20.3% | +25.9% | -5.6% | +4.2% |
| 3Y | +76.1% | +50.8% | +25.3% | +33.1% |
| 5Y | +45.0% | +47.0% | -2.0% | +6.7% |
| 10Y | +335.7% | +354.9% | -19.2% | +63.8% |
| All | +335.7% | +343.9% | -8.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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