+5,601.4%
NSC vs RRX
+4,247.4%
+1,354.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +2.5% | +4.3% | -1.9% | +1.0% |
| 30D | +1.7% | +12.3% | -10.6% | -3.0% |
| 3M | -2.6% | +3.7% | -6.2% | -4.9% |
| 6M | +6.4% | -13.9% | +20.3% | +8.2% |
| YTD | +15.5% | +26.5% | -11.0% | +0.7% |
| 1Y | +17.6% | +29.3% | -11.7% | +1.4% |
| 3Y | +75.0% | +65.6% | +9.4% | +31.9% |
| 5Y | +32.2% | +10.6% | +21.5% | +11.0% |
| 10Y | +296.6% | +202.9% | +93.7% | +129.1% |
| All | +5,601.4% | +4,247.4% | +1,354.0% | +2,041.1% |
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 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