+5,565.6%
NSC vs ROK
+14,213.2%
-8,647.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.3% |
| 7D | -5.4% | -11.5% | +6.2% | -0.8% |
| 30D | +2.9% | -10.0% | +12.9% | +7.0% |
| 3M | -2.2% | -11.4% | +9.3% | +2.2% |
| 6M | +5.3% | -13.7% | +19.0% | +10.2% |
| YTD | +14.8% | +1.0% | +13.7% | +11.3% |
| 1Y | +16.6% | +5.6% | +10.9% | +10.8% |
| 3Y | +78.6% | +59.1% | +19.5% | +37.9% |
| 5Y | +27.2% | +26.1% | +1.1% | +5.3% |
| 10Y | +302.5% | +266.4% | +36.1% | +108.2% |
| All | +5,565.6% | +14,213.2% | -8,647.6% | +691.6% |
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