+388.2%
NSC vs RUN
-23.6%
+411.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | -6.6% | +33.4% | -40.0% | -8.8% |
| 30D | +2.2% | +31.1% | -29.0% | -0.2% |
| 3M | -6.2% | +6.4% | -12.6% | -7.1% |
| 6M | +1.7% | -22.2% | +23.9% | +2.6% |
| YTD | +12.2% | -45.8% | +58.0% | +15.0% |
| 1Y | +15.4% | -51.1% | +66.5% | +18.9% |
| 3Y | +73.3% | -3.0% | +76.3% | +51.0% |
| 5Y | +24.7% | -82.2% | +106.9% | +22.0% |
| 10Y | +324.5% | +111.9% | +212.6% | +198.5% |
| All | +388.2% | -23.6% | +411.8% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling