+5.5%
URI vs NSC
+20.4%
-14.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.1% |
| 7D | -2.0% | -5.5% | +3.5% | +4.3% |
| 30D | -12.9% | -3.2% | -9.7% | -9.9% |
| 3M | -6.7% | +7.7% | -14.4% | -14.3% |
| 6M | +19.0% | +4.5% | +14.5% | +8.9% |
| YTD | +25.5% | +15.6% | +10.0% | +8.2% |
| 1Y | +5.5% | +19.8% | -14.3% | -11.1% |
| All | +5.5% | +20.4% | -14.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling