+21.1%
NSC vs ROK
+26.1%
-5.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.0% |
| 30D | -1.9% | -2.4% | +0.5% | -1.6% |
| 3M | +6.2% | -4.7% | +10.9% | +6.5% |
| 6M | +9.2% | +16.8% | -7.6% | +4.1% |
| YTD | +15.0% | +11.4% | +3.7% | +10.7% |
| 1Y | +21.1% | +26.2% | -5.1% | +13.5% |
| All | +21.1% | +26.1% | -5.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling