+74.6%
NSC vs RRC
+31.1%
+43.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | +1.3% | -6.8% | -5.6% |
| 30D | -3.2% | +10.1% | -13.3% | -4.2% |
| 3M | +7.7% | +4.0% | +3.7% | +7.1% |
| 6M | +4.5% | +1.6% | +2.9% | +4.0% |
| YTD | +15.6% | +19.7% | -4.1% | +12.2% |
| 1Y | +19.8% | +21.4% | -1.6% | +15.6% |
| All | +74.6% | +31.1% | +43.5% | +64.2% |
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