+284.9%
NSC vs ROP
+185.2%
+99.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.0% |
| 30D | +1.7% | +28.8% | -27.1% | -13.0% |
| 3M | -2.6% | +21.1% | -23.6% | -13.8% |
| 6M | +6.4% | +52.5% | -46.1% | -19.5% |
| YTD | +15.5% | +8.9% | +6.6% | +7.0% |
| 1Y | +17.6% | +8.2% | +9.4% | +9.4% |
| 3Y | +75.0% | -5.2% | +80.1% | +74.9% |
| 5Y | +32.2% | +1.7% | +30.5% | +23.5% |
| All | +284.9% | +185.2% | +99.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling