+29.3%
NSC vs RRX
+13.9%
+15.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.6% |
| 30D | +3.6% | +9.0% | -5.4% | +0.9% |
| 3M | -1.4% | +4.0% | -5.4% | -3.0% |
| 6M | +6.0% | -15.7% | +21.7% | +8.2% |
| YTD | +15.5% | +29.0% | -13.5% | +2.3% |
| 1Y | +16.2% | +35.2% | -19.0% | +1.2% |
| 3Y | +76.9% | +67.7% | +9.2% | +37.5% |
| 5Y | +29.3% | +14.9% | +14.4% | +9.1% |
| All | +29.3% | +13.9% | +15.4% | +9.1% |
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