+5,440.5%
NSC vs ROK
+13,716.9%
-8,276.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.3% |
| 7D | -6.6% | -13.8% | +7.2% | -1.0% |
| 30D | +2.2% | -14.9% | +17.1% | +8.7% |
| 3M | -6.2% | -14.7% | +8.5% | -0.5% |
| 6M | +1.7% | -17.7% | +19.4% | +8.6% |
| YTD | +12.2% | -2.5% | +14.7% | +10.5% |
| 1Y | +15.4% | +2.3% | +13.2% | +11.2% |
| 3Y | +73.3% | +52.7% | +20.6% | +36.2% |
| 5Y | +24.7% | +20.5% | +4.1% | +5.2% |
| 10Y | +324.5% | +284.0% | +40.5% | +115.6% |
| All | +5,440.5% | +13,716.9% | -8,276.4% | +685.8% |
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