+209.8%
RSP vs NSC
+324.0%
-114.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -0.8% |
| 30D | -2.5% | -3.2% | +0.7% | -1.1% |
| 3M | +3.0% | +3.9% | -0.9% | +0.8% |
| 6M | +8.9% | +7.8% | +1.1% | +4.2% |
| YTD | +13.0% | +13.4% | -0.4% | +5.2% |
| 1Y | +16.2% | +20.3% | -4.1% | +5.1% |
| 3Y | +52.7% | +76.1% | -23.4% | +10.7% |
| 5Y | +50.5% | +45.0% | +5.5% | +18.4% |
| 10Y | +209.8% | +335.7% | -125.9% | +48.7% |
| All | +209.8% | +324.0% | -114.2% | +48.7% |
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