+19.2%
RF vs NSC
+15.8%
+3.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +0.3% | -3.4% | +3.8% | +1.7% |
| 30D | +6.2% | +3.6% | +2.6% | +4.6% |
| 3M | -7.8% | -1.4% | -6.4% | -7.4% |
| 6M | +5.9% | +6.0% | 0.0% | +2.2% |
| YTD | +9.0% | +15.5% | -6.5% | -0.9% |
| All | +19.2% | +15.8% | +3.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling