+24.4%
NSC vs ROK
+19.3%
+5.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.4% |
| 7D | -6.6% | -13.8% | +7.2% | -2.1% |
| 30D | +2.2% | -14.9% | +17.1% | +7.4% |
| 3M | -6.2% | -14.7% | +8.5% | -1.6% |
| 6M | +1.7% | -17.7% | +19.4% | +7.2% |
| YTD | +12.2% | -2.5% | +14.7% | +10.4% |
| 1Y | +15.4% | +2.3% | +13.2% | +11.4% |
| 3Y | +73.3% | +52.7% | +20.6% | +38.9% |
| All | +24.4% | +19.3% | +5.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling