+12.3%
RDW vs NSC
+9.2%
+3.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.6% |
| 7D | +0.9% | -2.8% | +3.6% | -0.1% |
| 30D | -21.3% | -4.5% | -16.8% | -22.4% |
| 3M | -37.9% | +3.5% | -41.4% | -36.8% |
| 6M | +12.3% | +8.5% | +3.7% | +19.4% |
| All | +12.3% | +9.2% | +3.1% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling