+1,514.2%
RF vs NSC
+5,745.4%
-4,231.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.3% | -5.5% | +6.8% | +4.3% |
| 30D | -3.6% | -3.2% | -0.4% | -2.1% |
| 3M | +8.1% | +7.7% | +0.4% | +3.6% |
| 6M | +11.5% | +4.5% | +7.0% | +8.2% |
| YTD | +15.6% | +15.6% | 0.0% | +6.3% |
| 1Y | +15.7% | +19.8% | -4.2% | +4.4% |
| 3Y | +86.9% | +70.1% | +16.8% | +38.6% |
| 5Y | +89.8% | +46.1% | +43.7% | +51.5% |
| 10Y | +344.7% | +328.1% | +16.6% | +115.7% |
| All | +1,514.2% | +5,745.4% | -4,231.2% | +242.3% |
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