+164.6%
RTX vs NSC
+46.1%
+118.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -10.6% | -1.9% | -8.6% | -10.1% |
| 3M | +11.6% | +6.2% | +5.4% | +9.6% |
| 6M | -4.5% | +9.2% | -13.7% | -7.2% |
| YTD | +9.6% | +15.0% | -5.4% | +4.7% |
| 1Y | +30.8% | +21.1% | +9.7% | +23.1% |
| 3Y | +152.8% | +78.6% | +74.2% | +104.9% |
| All | +164.6% | +46.1% | +118.4% | +123.5% |
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 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