+213.2%
RSP vs NSC
+301.1%
-88.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | +0.7% | -3.4% | +4.2% | +2.4% |
| 30D | +3.7% | +3.6% | +0.1% | +1.9% |
| 3M | +0.7% | -1.4% | +2.1% | +1.2% |
| 6M | +9.0% | +6.0% | +3.1% | +5.3% |
| YTD | +16.7% | +15.5% | +1.2% | +7.6% |
| 1Y | +19.0% | +16.2% | +2.7% | +9.4% |
| 3Y | +64.7% | +76.9% | -12.2% | +19.2% |
| 5Y | +49.6% | +29.3% | +20.3% | +25.1% |
| 10Y | +213.2% | +298.3% | -85.1% | +60.5% |
| All | +213.2% | +301.1% | -88.0% | +60.5% |
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