-27.0%
RKT vs NSC
+90.2%
-117.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -1.4% | -5.9% | -6.5% |
| 30D | -7.9% | -3.4% | -4.5% | -6.1% |
| 3M | +5.2% | +5.1% | +0.1% | +1.7% |
| 6M | -14.9% | +9.2% | -24.1% | -19.8% |
| YTD | -31.9% | +13.4% | -45.3% | -37.2% |
| 1Y | -36.9% | +20.8% | -57.7% | -44.0% |
| 3Y | +35.7% | +76.1% | -40.4% | -5.9% |
| 5Y | -9.7% | +45.3% | -54.9% | -28.7% |
| All | -27.0% | +90.2% | -117.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling