+47.4%
NSC vs ROP
-13.6%
+61.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +2.0% |
| 7D | -5.5% | -4.4% | -1.1% | -3.7% |
| 30D | -3.2% | +3.2% | -6.4% | -4.7% |
| 3M | +7.7% | +23.1% | -15.4% | -2.5% |
| 6M | +4.5% | +13.3% | -8.8% | -2.1% |
| YTD | +15.6% | -7.9% | +23.4% | +19.9% |
| 1Y | +19.8% | -22.1% | +41.9% | +36.3% |
| 3Y | +70.1% | -16.8% | +86.9% | +84.5% |
| All | +47.4% | -13.6% | +61.0% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling