+24.4%
NSC vs RUN
-82.6%
+106.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | -6.6% | +33.4% | -40.0% | -8.2% |
| 30D | +2.2% | +31.1% | -29.0% | +0.5% |
| 3M | -6.2% | +6.4% | -12.6% | -6.8% |
| 6M | +1.7% | -22.2% | +23.9% | +2.3% |
| YTD | +12.2% | -45.8% | +58.0% | +14.2% |
| 1Y | +15.4% | -51.1% | +66.5% | +17.8% |
| 3Y | +73.3% | -3.0% | +76.3% | +54.7% |
| All | +24.4% | -82.6% | +106.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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