+47.4%
NSC vs URA
+128.0%
-80.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -5.5% | +1.1% | -6.6% | -5.6% |
| 30D | -3.2% | +7.4% | -10.6% | -4.2% |
| 3M | +7.7% | -8.4% | +16.1% | +8.5% |
| 6M | +4.5% | -12.7% | +17.2% | +5.5% |
| YTD | +15.6% | +7.8% | +7.8% | +12.3% |
| 1Y | +19.8% | +19.5% | +0.4% | +13.4% |
| 3Y | +70.1% | +116.4% | -46.3% | +40.8% |
| All | +47.4% | +128.0% | -80.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling