+5,605.4%
NSC vs RRC
+1,202.2%
+4,403.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | +1.3% | -6.8% | -5.7% |
| 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% | +12.9% |
| 1Y | +19.8% | +21.4% | -1.6% | +16.6% |
| 3Y | +70.1% | +29.7% | +40.4% | +62.7% |
| 5Y | +46.1% | +153.9% | -107.7% | +26.9% |
| 10Y | +328.1% | +10.8% | +317.3% | +262.9% |
| All | +5,605.4% | +1,202.2% | +4,403.2% | +3,842.5% |
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 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