+5,601.4%
NSC vs TROW
+14,513.4%
-8,912.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +1.7% | +9.3% | -7.6% | -1.5% |
| 3M | -2.6% | -0.9% | -1.6% | -2.4% |
| 6M | +6.4% | +8.3% | -1.9% | +2.9% |
| YTD | +15.5% | +10.6% | +4.8% | +10.4% |
| 1Y | +17.6% | +10.5% | +7.1% | +12.3% |
| 3Y | +75.0% | +36.5% | +38.4% | +53.8% |
| 5Y | +32.2% | -37.1% | +69.2% | +47.6% |
| 10Y | +296.6% | +125.2% | +171.4% | +188.7% |
| All | +5,601.4% | +14,513.4% | -8,912.0% | +1,671.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling