+402.8%
NSC vs RUN
-31.9%
+434.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.5% | +1.3% | -6.8% | -5.6% |
| 30D | -3.2% | -15.3% | +12.0% | -2.1% |
| 3M | +7.7% | -40.0% | +47.7% | +11.5% |
| 6M | +4.5% | -27.0% | +31.5% | +6.0% |
| YTD | +15.6% | -51.7% | +67.3% | +19.9% |
| 1Y | +19.8% | -45.9% | +65.7% | +22.2% |
| 3Y | +70.1% | -43.8% | +113.9% | +56.1% |
| 5Y | +46.1% | -80.5% | +126.6% | +40.9% |
| 10Y | +328.1% | +45.3% | +282.8% | +207.2% |
| All | +402.8% | -31.9% | +434.7% | +265.2% |
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