+75.4%
NSC vs URA
+41.0%
+34.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.8% |
| 7D | -6.2% | -4.1% | -2.1% | -5.9% |
| 30D | +2.6% | -19.0% | +21.6% | +4.2% |
| 3M | -5.8% | -25.1% | +19.3% | -3.8% |
| 6M | +2.1% | -44.5% | +46.6% | +6.9% |
| YTD | +12.7% | -24.3% | +37.0% | +13.1% |
| 1Y | +15.9% | -28.1% | +44.0% | +16.8% |
| All | +75.4% | +41.0% | +34.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling