+5,440.5%
NSC vs RRC
+1,414.2%
+4,026.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.5% |
| 7D | -6.6% | -10.8% | +4.2% | -5.5% |
| 30D | +2.2% | +22.3% | -20.2% | -0.2% |
| 3M | -6.2% | +26.6% | -32.8% | -8.8% |
| 6M | +1.7% | +18.9% | -17.2% | -0.6% |
| YTD | +12.2% | +39.2% | -27.0% | +7.6% |
| 1Y | +15.4% | +34.0% | -18.5% | +11.0% |
| 3Y | +73.3% | +42.0% | +31.3% | +64.0% |
| 5Y | +24.7% | +111.9% | -87.2% | +10.4% |
| 10Y | +324.5% | +62.8% | +261.7% | +245.7% |
| All | +5,440.5% | +1,414.2% | +4,026.4% | +3,659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling