+34.3%
NSC vs RSG
+100.8%
-66.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.0% |
| 30D | +4.2% | +15.0% | -10.9% | -2.0% |
| 3M | -0.2% | +18.5% | -18.7% | -7.4% |
| 6M | +7.6% | +25.8% | -18.2% | -3.1% |
| YTD | +17.4% | +20.8% | -3.4% | +7.2% |
| 1Y | +18.3% | +24.8% | -6.5% | +6.4% |
| 3Y | +79.8% | +65.9% | +13.9% | +34.2% |
| 5Y | +34.3% | +99.1% | -64.7% | -11.2% |
| All | +34.3% | +100.8% | -66.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling