+5,605.4%
NSC vs ROK
+15,847.2%
-10,241.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -3.2% | -3.3% | +0.1% | -1.9% |
| 3M | +7.7% | -5.9% | +13.5% | +9.6% |
| 6M | +4.5% | +13.9% | -9.3% | -2.5% |
| YTD | +15.6% | +12.6% | +3.0% | +7.9% |
| 1Y | +19.8% | +28.6% | -8.8% | +5.3% |
| 3Y | +70.1% | +45.1% | +25.0% | +37.4% |
| 5Y | +46.1% | +45.6% | +0.6% | +14.3% |
| 10Y | +328.1% | +345.0% | -16.9% | +105.4% |
| All | +5,605.4% | +15,847.2% | -10,241.8% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling