+73.3%
NSC vs ROP
-3.8%
+77.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | -6.6% | +2.1% | -8.8% | -7.2% |
| 30D | +2.2% | +32.9% | -30.8% | -6.6% |
| 3M | -6.2% | +20.0% | -26.2% | -11.6% |
| 6M | +1.7% | +36.4% | -34.7% | -8.7% |
| YTD | +12.2% | +7.8% | +4.4% | +11.8% |
| 1Y | +15.4% | +8.0% | +7.4% | +14.8% |
| 3Y | +73.3% | -3.5% | +76.8% | +80.3% |
| All | +73.3% | -3.8% | +77.1% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling