+298.3%
NSC vs ROP
+185.1%
+113.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.4% | +0.2% | -3.6% | -3.6% |
| 30D | +3.6% | +30.3% | -26.7% | -12.0% |
| 3M | -1.4% | +17.8% | -19.2% | -11.4% |
| 6M | +6.0% | +38.9% | -32.9% | -15.1% |
| YTD | +15.5% | +7.6% | +7.9% | +7.8% |
| 1Y | +16.2% | +6.5% | +9.7% | +9.1% |
| 3Y | +76.9% | -6.3% | +83.2% | +78.1% |
| 5Y | +29.3% | +0.9% | +28.4% | +21.3% |
| 10Y | +298.3% | +180.7% | +117.5% | +90.0% |
| All | +298.3% | +185.1% | +113.2% | +90.0% |
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