+2.3%
RF vs NSC
+2.4%
-0.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.5% |
| 7D | -0.9% | -6.6% | +5.7% | +1.1% |
| 30D | +6.0% | +2.2% | +3.9% | +5.6% |
| 3M | -8.9% | -6.2% | -2.7% | -7.1% |
| 6M | +2.3% | +1.7% | +0.7% | +1.0% |
| All | +2.3% | +2.4% | -0.1% | +1.0% |
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