+75.0%
NSC vs RPRX
+177.1%
-102.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +2.5% | +3.3% | -0.9% | +1.9% |
| 30D | +1.7% | +17.9% | -16.2% | -0.9% |
| 3M | -2.6% | +19.2% | -21.8% | -5.3% |
| 6M | +6.4% | +31.7% | -25.3% | +1.7% |
| YTD | +15.5% | +82.5% | -67.0% | +4.6% |
| 1Y | +17.6% | +78.4% | -60.8% | +6.8% |
| 3Y | +75.0% | +177.0% | -102.0% | +44.7% |
| All | +75.0% | +177.1% | -102.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling