+329.1%
NSC vs ROP
+140.4%
+188.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +2.7% |
| 7D | -5.5% | -4.4% | -1.1% | -2.9% |
| 30D | -3.2% | +3.2% | -6.4% | -5.3% |
| 3M | +7.7% | +23.1% | -15.4% | -6.3% |
| 6M | +4.5% | +13.3% | -8.8% | -5.0% |
| YTD | +15.6% | -7.9% | +23.4% | +19.1% |
| 1Y | +19.8% | -22.1% | +41.9% | +37.9% |
| 3Y | +70.1% | -16.8% | +86.9% | +84.3% |
| 5Y | +46.1% | -13.5% | +59.7% | +51.2% |
| All | +329.1% | +140.4% | +188.7% | +108.8% |
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