+284.9%
NSC vs RRX
+200.5%
+84.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +2.5% | +4.3% | -1.9% | +0.8% |
| 30D | +1.7% | +12.3% | -10.6% | -3.4% |
| 3M | -2.6% | +3.7% | -6.2% | -5.1% |
| 6M | +6.4% | -13.9% | +20.3% | +8.3% |
| YTD | +15.5% | +26.5% | -11.0% | -2.6% |
| 1Y | +17.6% | +29.3% | -11.7% | -2.2% |
| 3Y | +75.0% | +65.6% | +9.4% | +20.2% |
| 5Y | +32.2% | +10.6% | +21.5% | +5.3% |
| All | +284.9% | +200.5% | +84.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling