+5,605.4%
NSC vs RVTY
+2,416.7%
+3,188.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | +1.1% | -6.6% | -5.8% |
| 30D | -3.2% | +13.2% | -16.4% | -6.2% |
| 3M | +7.7% | +27.2% | -19.6% | +1.1% |
| 6M | +4.5% | +32.4% | -27.9% | -3.5% |
| YTD | +15.6% | +34.9% | -19.3% | +5.8% |
| 1Y | +19.8% | +52.4% | -32.5% | +5.9% |
| 3Y | +70.1% | +12.3% | +57.8% | +59.0% |
| 5Y | +46.1% | -30.8% | +76.9% | +51.6% |
| 10Y | +328.1% | +150.7% | +177.4% | +223.0% |
| All | +5,605.4% | +2,416.7% | +3,188.7% | +2,048.9% |
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