+45.0%
NSC vs RRX
+16.5%
+28.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -3.2% | -8.0% | +4.8% | -1.3% |
| 3M | +3.9% | -25.1% | +29.0% | +10.1% |
| 6M | +7.8% | -18.3% | +26.1% | +10.2% |
| YTD | +13.4% | +14.2% | -0.7% | +4.5% |
| 1Y | +20.3% | +13.0% | +7.3% | +10.3% |
| 3Y | +76.1% | +4.2% | +71.9% | +60.0% |
| 5Y | +45.0% | +17.9% | +27.1% | +26.4% |
| All | +45.0% | +16.5% | +28.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling