+5,605.4%
NSC vs RRX
+3,904.5%
+1,700.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -5.5% | +3.4% | -9.0% | -6.6% |
| 30D | -3.2% | -11.1% | +7.9% | +0.5% |
| 3M | +7.7% | -23.7% | +31.4% | +15.6% |
| 6M | +4.5% | -22.0% | +26.5% | +9.7% |
| YTD | +15.6% | +16.5% | -0.9% | +4.7% |
| 1Y | +19.8% | +11.5% | +8.3% | +9.2% |
| 3Y | +70.1% | +1.5% | +68.6% | +52.5% |
| 5Y | +46.1% | +18.3% | +27.9% | +20.4% |
| 10Y | +328.1% | +209.8% | +118.3% | +148.2% |
| All | +5,605.4% | +3,904.5% | +1,700.9% | +2,126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling