+47.4%
NSC vs ROK
+46.3%
+1.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 6M | +4.5% | +13.9% | -9.3% | -1.4% |
| YTD | +15.6% | +12.6% | +3.0% | +9.0% |
| 1Y | +19.8% | +28.6% | -8.8% | +7.2% |
| 3Y | +70.1% | +45.1% | +25.0% | +40.8% |
| All | +47.4% | +46.3% | +1.2% | +17.5% |
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 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