+73.3%
NSC vs URA
+36.0%
+37.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -3.2% |
| 7D | -6.6% | -4.1% | -2.5% | -6.3% |
| 30D | +2.2% | -19.0% | +21.2% | +3.8% |
| 3M | -6.2% | -25.1% | +18.9% | -4.2% |
| 6M | +1.7% | -44.5% | +46.2% | +6.4% |
| YTD | +12.2% | -24.3% | +36.5% | +12.6% |
| 1Y | +15.4% | -28.1% | +43.5% | +16.3% |
| 3Y | +73.3% | +40.7% | +32.7% | +51.5% |
| All | +73.3% | +36.0% | +37.4% | +51.5% |
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