+1,402.2%
RF vs NSC
+5,576.5%
-4,174.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +1.1% |
| 7D | -0.9% | -6.6% | +5.7% | +2.7% |
| 30D | +6.0% | +2.2% | +3.9% | +4.7% |
| 3M | -8.9% | -6.2% | -2.7% | -6.1% |
| 6M | +2.3% | +1.7% | +0.7% | +0.8% |
| YTD | +7.6% | +12.2% | -4.7% | +0.3% |
| 1Y | +21.2% | +15.4% | +5.7% | +11.4% |
| 3Y | +108.5% | +73.3% | +35.2% | +53.3% |
| 5Y | +43.2% | +24.7% | +18.5% | +24.0% |
| 10Y | +288.1% | +324.5% | -36.4% | +89.3% |
| All | +1,402.2% | +5,576.5% | -4,174.3% | +222.9% |
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