+1,135.8%
URI vs NSC
+296.2%
+839.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | +0.2% |
| 7D | +6.7% | +2.5% | +4.2% | +4.5% |
| 30D | +8.9% | +1.7% | +7.2% | +7.3% |
| 3M | +0.5% | -2.6% | +3.1% | +2.8% |
| 6M | +20.7% | +6.4% | +14.2% | +13.7% |
| YTD | +40.0% | +15.5% | +24.6% | +23.6% |
| 1Y | +34.4% | +17.6% | +16.8% | +16.6% |
| 3Y | +149.5% | +75.0% | +74.5% | +47.0% |
| 5Y | +205.6% | +32.2% | +173.4% | +129.0% |
| All | +1,135.8% | +296.2% | +839.6% | +306.0% |
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