+326.9%
NSC vs RRC
+7.9%
+318.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -1.9% | +9.4% | -11.4% | -3.2% |
| 3M | +6.2% | +7.4% | -1.2% | +5.0% |
| 6M | +9.2% | +1.5% | +7.7% | +8.5% |
| YTD | +15.0% | +19.4% | -4.4% | +11.6% |
| 1Y | +21.1% | +24.2% | -3.1% | +16.5% |
| 3Y | +78.6% | +32.8% | +45.8% | +68.0% |
| 5Y | +45.9% | +152.9% | -107.0% | +21.7% |
| 10Y | +326.9% | +3.9% | +323.0% | +237.6% |
| All | +326.9% | +7.9% | +318.9% | +237.6% |
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