+309.6%
NSC vs RRC
+59.4%
+250.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.4% |
| 7D | -6.6% | -10.8% | +4.2% | -5.2% |
| 30D | +2.2% | +22.3% | -20.2% | -0.8% |
| 3M | -6.2% | +26.6% | -32.8% | -9.4% |
| 6M | +1.7% | +18.9% | -17.2% | -1.1% |
| YTD | +12.2% | +39.2% | -27.0% | +6.4% |
| 1Y | +15.4% | +34.0% | -18.5% | +9.9% |
| 3Y | +73.3% | +42.0% | +31.3% | +61.5% |
| 5Y | +24.7% | +111.9% | -87.2% | +6.8% |
| All | +309.6% | +59.4% | +250.2% | +199.0% |
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