+39.4%
RKT vs NSC
+75.0%
-35.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.0% |
| 7D | -1.0% | -2.0% | +1.1% | +0.1% |
| 30D | -2.4% | -3.2% | +0.8% | -0.7% |
| 3M | +1.9% | +3.9% | -2.0% | -0.8% |
| 6M | -13.9% | +7.8% | -21.6% | -18.1% |
| YTD | -30.6% | +13.4% | -44.0% | -35.9% |
| 1Y | -34.4% | +20.3% | -54.7% | -41.4% |
| All | +39.4% | +75.0% | -35.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling