-24.1%
RKT vs NSC
+93.7%
-117.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | -9.0% | +2.5% | -11.4% | -10.3% |
| 30D | +30.2% | +1.7% | +28.5% | +28.9% |
| 3M | -8.8% | -2.6% | -6.3% | -7.7% |
| 6M | -0.9% | +6.4% | -7.4% | -5.3% |
| YTD | -29.2% | +15.5% | -44.7% | -35.5% |
| 1Y | -20.1% | +17.6% | -37.7% | -28.0% |
| 3Y | +81.3% | +75.0% | +6.4% | +26.3% |
| 5Y | -6.6% | +32.2% | -38.8% | -25.2% |
| All | -24.1% | +93.7% | -117.9% | -58.4% |
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