+75.0%
NSC vs RRC
+58.0%
+17.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.2% |
| 7D | -3.4% | -5.2% | +1.8% | -2.9% |
| 30D | +3.6% | +25.2% | -21.6% | +1.2% |
| 3M | -1.4% | +27.4% | -28.8% | -4.0% |
| 6M | +6.0% | +27.0% | -21.0% | +3.1% |
| YTD | +15.5% | +46.3% | -30.8% | +9.7% |
| 1Y | +16.2% | +37.1% | -20.9% | +11.3% |
| All | +75.0% | +58.0% | +17.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling