+107.6%
NSC vs RPRX
+79.2%
+28.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.4% |
| 7D | -5.4% | +3.4% | -8.7% | -5.9% |
| 30D | +2.9% | +20.8% | -17.8% | -0.7% |
| 3M | -2.2% | +21.6% | -23.8% | -5.8% |
| 6M | +5.3% | +36.5% | -31.3% | -1.1% |
| YTD | +14.8% | +80.4% | -65.7% | +2.2% |
| 1Y | +16.6% | +81.8% | -65.2% | +3.6% |
| 3Y | +78.6% | +170.9% | -92.3% | +44.9% |
| 5Y | +27.2% | +95.2% | -68.0% | +10.3% |
| All | +107.6% | +79.2% | +28.4% | +77.6% |
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