+1,955.3%
NSC vs RSG
+2,015.2%
-59.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -3.2% | +7.6% | -10.8% | -5.8% |
| 3M | +7.7% | +7.4% | +0.2% | +4.6% |
| 6M | +4.5% | -3.3% | +7.8% | +5.5% |
| YTD | +15.6% | +6.0% | +9.6% | +12.6% |
| 1Y | +19.8% | -3.7% | +23.5% | +20.8% |
| 3Y | +70.1% | +59.1% | +11.0% | +41.1% |
| 5Y | +46.1% | +89.0% | -42.9% | +13.4% |
| 10Y | +328.1% | +412.5% | -84.4% | +140.9% |
| All | +1,955.3% | +2,015.2% | -59.9% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling