+1,151.9%
URI vs NSC
+302.7%
+849.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.7% |
| 7D | +9.3% | +1.6% | +7.7% | +7.7% |
| 30D | +7.6% | +4.2% | +3.4% | +3.8% |
| 3M | +1.0% | -0.2% | +1.3% | +1.2% |
| 6M | +19.8% | +7.6% | +12.3% | +11.9% |
| YTD | +41.9% | +17.4% | +24.5% | +23.4% |
| 1Y | +33.4% | +18.3% | +15.1% | +15.1% |
| 3Y | +156.0% | +79.8% | +76.2% | +47.2% |
| 5Y | +209.5% | +34.3% | +175.2% | +128.6% |
| All | +1,151.9% | +302.7% | +849.1% | +305.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling