+5,605.4%
NSC vs TROW
+14,446.5%
-8,841.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | -3.2% | -4.5% | +1.3% | -1.7% |
| 3M | +7.7% | +3.9% | +3.8% | +5.9% |
| 6M | +4.5% | +22.6% | -18.0% | -3.1% |
| YTD | +15.6% | +10.1% | +5.4% | +10.8% |
| 1Y | +19.8% | +3.6% | +16.3% | +17.1% |
| 3Y | +70.1% | +12.4% | +57.7% | +60.0% |
| 5Y | +46.1% | -37.5% | +83.6% | +63.6% |
| 10Y | +328.1% | +130.0% | +198.1% | +209.9% |
| All | +5,605.4% | +14,446.5% | -8,841.1% | +1,679.1% |
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