+152.8%
RTX vs NSC
+77.9%
+74.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -10.6% | -1.9% | -8.6% | -10.2% |
| 3M | +11.6% | +6.2% | +5.4% | +10.1% |
| 6M | -4.5% | +9.2% | -13.7% | -6.6% |
| YTD | +9.6% | +15.0% | -5.4% | +5.8% |
| 1Y | +30.8% | +21.1% | +9.7% | +24.9% |
| 3Y | +152.8% | +78.6% | +74.2% | +120.3% |
| All | +152.8% | +77.9% | +74.9% | +120.3% |
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