+32.3%
NSC vs URA
+25.6%
+6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | +1.7% | -10.4% | +12.1% | +3.1% |
| 3M | -2.6% | -29.6% | +27.1% | +1.8% |
| 6M | +6.4% | -40.3% | +46.7% | +13.4% |
| YTD | +15.5% | -25.5% | +41.0% | +17.1% |
| 1Y | +17.6% | -26.4% | +44.0% | +19.2% |
| 3Y | +75.0% | +31.4% | +43.5% | +51.2% |
| All | +32.3% | +25.6% | +6.6% | +9.1% |
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