+78.9%
NSC vs ROK
+48.5%
+30.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.7% |
| 30D | -3.2% | -3.3% | +0.1% | -2.2% |
| 3M | +7.7% | -5.9% | +13.5% | +9.1% |
| 6M | +4.5% | +13.9% | -9.3% | -1.3% |
| YTD | +15.6% | +12.6% | +3.0% | +9.1% |
| 1Y | +19.8% | +28.6% | -8.8% | +7.4% |
| All | +78.9% | +48.5% | +30.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling