+109.0%
NSC vs RPRX
+66.6%
+42.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | +5.1% | -10.6% | -6.4% |
| 30D | -3.2% | +11.2% | -14.4% | -5.2% |
| 3M | +7.7% | +16.7% | -9.0% | +4.4% |
| 6M | +4.5% | +36.0% | -31.5% | -1.7% |
| YTD | +15.6% | +67.8% | -52.2% | +4.4% |
| 1Y | +19.8% | +76.7% | -56.9% | +6.8% |
| 3Y | +70.1% | +128.1% | -58.0% | +42.8% |
| 5Y | +46.1% | +82.9% | -36.8% | +28.2% |
| All | +109.0% | +66.6% | +42.4% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling