+78.6%
NSC vs RRX
+4.1%
+74.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.5% | +4.3% | -5.8% | -2.4% |
| 30D | -1.9% | -8.0% | +6.1% | -0.3% |
| 3M | +6.2% | -22.0% | +28.2% | +10.6% |
| 6M | +9.2% | -11.9% | +21.1% | +9.1% |
| YTD | +15.0% | +17.1% | -2.1% | +6.1% |
| 1Y | +21.1% | +14.9% | +6.2% | +11.5% |
| 3Y | +78.6% | +6.9% | +71.7% | +66.6% |
| All | +78.6% | +4.1% | +74.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling