+15.5%
NSC vs RRC
+28.5%
-13.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -5.4% | -10.3% | +5.0% | -5.3% |
| 30D | +2.9% | +19.5% | -16.5% | +3.3% |
| 3M | -2.2% | +27.9% | -30.1% | -1.6% |
| 6M | +5.3% | +21.2% | -15.9% | +5.6% |
| YTD | +14.8% | +39.6% | -24.8% | +13.3% |
| All | +15.5% | +28.5% | -13.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling