+32.3%
NSC vs RRC
+134.0%
-101.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +2.5% | +6.4% | -3.9% | +1.6% |
| 30D | +1.7% | +23.9% | -22.2% | -1.5% |
| 3M | -2.6% | +30.2% | -32.7% | -6.4% |
| 6M | +6.4% | +26.3% | -19.8% | +2.5% |
| YTD | +15.5% | +48.1% | -32.6% | +8.0% |
| 1Y | +17.6% | +37.7% | -20.1% | +11.1% |
| 3Y | +75.0% | +60.3% | +14.7% | +58.7% |
| All | +32.3% | +134.0% | -101.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling