+302.5%
NSC vs RRC
+63.1%
+239.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -5.4% | -10.3% | +5.0% | -4.0% |
| 30D | +2.9% | +19.5% | -16.5% | +0.3% |
| 3M | -2.2% | +27.9% | -30.1% | -5.6% |
| 6M | +5.3% | +21.2% | -15.9% | +2.1% |
| YTD | +14.8% | +39.6% | -24.8% | +8.8% |
| 1Y | +16.6% | +31.3% | -14.7% | +11.3% |
| 3Y | +78.6% | +51.9% | +26.6% | +64.9% |
| 5Y | +27.2% | +110.2% | -83.0% | +9.1% |
| 10Y | +302.5% | +56.7% | +245.9% | +193.5% |
| All | +302.5% | +63.1% | +239.5% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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