+5,440.5%
NSC vs RVTY
+2,899.1%
+2,541.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -3.5% |
| 7D | -6.6% | -1.2% | -5.4% | -6.5% |
| 30D | +2.2% | +1.0% | +1.1% | +1.6% |
| 3M | -6.2% | +35.8% | -42.0% | -13.6% |
| 6M | +1.7% | +56.7% | -55.0% | -10.0% |
| YTD | +12.2% | +60.7% | -48.5% | -2.2% |
| 1Y | +15.4% | +73.7% | -58.3% | -1.5% |
| 3Y | +73.3% | +82.8% | -9.4% | +43.5% |
| 5Y | +24.7% | -7.0% | +31.7% | +19.7% |
| 10Y | +324.5% | +212.3% | +112.2% | +202.1% |
| All | +5,440.5% | +2,899.1% | +2,541.5% | +1,887.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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