+230.8%
RDW vs NSC
+73.4%
+157.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | +0.9% | -2.8% | +3.6% | +2.8% |
| 30D | -21.3% | -4.5% | -16.8% | -19.0% |
| 3M | -37.9% | +3.5% | -41.4% | -40.4% |
| 6M | +12.3% | +8.5% | +3.7% | +2.5% |
| YTD | +39.7% | +12.3% | +27.4% | +23.3% |
| 1Y | +25.7% | +18.9% | +6.7% | +5.4% |
| 3Y | +230.8% | +74.1% | +156.7% | +91.6% |
| All | +230.8% | +73.4% | +157.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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