+324.2%
NSC vs RSG
+428.9%
-104.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -4.5% | +4.0% | -8.5% | -7.1% |
| 3M | +3.5% | +7.4% | -3.8% | -1.8% |
| 6M | +8.5% | +0.1% | +8.4% | +7.6% |
| YTD | +12.3% | +6.0% | +6.3% | +6.7% |
| 1Y | +18.9% | -3.0% | +21.9% | +19.9% |
| 3Y | +74.1% | +56.5% | +17.6% | +17.9% |
| 5Y | +43.9% | +90.9% | -47.0% | -19.5% |
| All | +324.2% | +428.9% | -104.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling