+51.5%
RSP vs NSC
+46.6%
+4.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | -1.5% | -1.9% | +0.4% | -0.8% |
| 3M | +4.8% | +6.2% | -1.4% | +1.9% |
| 6M | +10.3% | +9.2% | +1.1% | +5.6% |
| YTD | +14.1% | +15.0% | -1.0% | +6.7% |
| 1Y | +17.0% | +21.1% | -4.1% | +7.0% |
| 3Y | +54.2% | +78.6% | -24.4% | +14.7% |
| 5Y | +51.5% | +45.9% | +5.6% | +21.4% |
| All | +51.5% | +46.6% | +4.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling