+108.1%
NSC vs RPRX
+57.8%
+50.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.5% |
| 7D | -1.5% | -2.8% | +1.3% | -1.0% |
| 30D | -1.9% | +7.2% | -9.1% | -3.3% |
| 3M | +6.2% | +10.9% | -4.7% | +4.0% |
| 6M | +9.2% | +34.6% | -25.4% | +2.8% |
| YTD | +15.0% | +59.0% | -43.9% | +4.9% |
| 1Y | +21.1% | +72.5% | -51.4% | +8.4% |
| 3Y | +78.6% | +124.1% | -45.5% | +50.3% |
| 5Y | +45.9% | +75.9% | -30.0% | +29.1% |
| All | +108.1% | +57.8% | +50.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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