+10,266.7%
RTX vs NSC
+5,745.4%
+4,521.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -5.2% | -5.5% | +0.4% | -3.0% |
| 30D | -9.4% | -3.2% | -6.2% | -8.3% |
| 3M | +12.3% | +7.7% | +4.6% | +8.8% |
| 6M | -3.1% | +4.5% | -7.6% | -5.4% |
| YTD | +10.7% | +15.6% | -4.9% | +3.7% |
| 1Y | +28.4% | +19.8% | +8.6% | +18.5% |
| 3Y | +147.1% | +70.1% | +77.0% | +92.5% |
| 5Y | +167.2% | +46.1% | +121.1% | +117.6% |
| 10Y | +274.7% | +328.1% | -53.4% | +99.5% |
| All | +10,266.7% | +5,745.4% | +4,521.3% | +1,704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling