+3,625.8%
NSC vs ROP
+25,523.2%
-21,897.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.6% |
| 7D | -5.5% | -4.4% | -1.1% | -4.1% |
| 30D | -3.2% | +3.2% | -6.4% | -4.3% |
| 3M | +7.7% | +23.1% | -15.4% | +0.3% |
| 6M | +4.5% | +13.3% | -8.8% | -0.4% |
| YTD | +15.6% | -7.9% | +23.4% | +17.1% |
| 1Y | +19.8% | -22.1% | +41.9% | +28.1% |
| 3Y | +70.1% | -16.8% | +86.9% | +77.8% |
| 5Y | +46.1% | -13.5% | +59.7% | +50.3% |
| 10Y | +328.1% | +137.7% | +190.4% | +230.3% |
| All | +3,625.8% | +25,523.2% | -21,897.4% | +1,469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling