+20.8%
NSC vs TROW
+6.0%
+14.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | -3.4% | -5.5% | +2.1% | -2.6% |
| 3M | +5.1% | +2.3% | +2.8% | +4.2% |
| 6M | +9.2% | +23.9% | -14.7% | +4.8% |
| YTD | +13.4% | +7.9% | +5.5% | +11.0% |
| 1Y | +20.8% | +6.1% | +14.7% | +18.8% |
| All | +20.8% | +6.0% | +14.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling