+2.0%
RDW vs NSC
+41.2%
-39.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | +0.9% | -2.8% | +3.6% | +2.7% |
| 30D | -21.3% | -4.5% | -16.8% | -19.0% |
| 3M | -37.9% | +3.5% | -41.4% | -40.2% |
| 6M | +12.3% | +8.5% | +3.7% | +3.4% |
| YTD | +39.7% | +12.3% | +27.4% | +24.9% |
| 1Y | +25.7% | +18.9% | +6.7% | +7.7% |
| 3Y | +230.8% | +74.1% | +156.7% | +119.8% |
| 5Y | -8.8% | +43.9% | -52.7% | -28.4% |
| All | +2.0% | +41.2% | -39.2% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling