+1,157.2%
URI vs NSC
+326.8%
+830.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +2.5% | -1.5% | +4.0% | +3.9% |
| 30D | -12.5% | -1.9% | -10.6% | -11.1% |
| 3M | -6.2% | +6.2% | -12.4% | -11.1% |
| 6M | +25.9% | +9.2% | +16.7% | +17.0% |
| YTD | +26.2% | +15.0% | +11.2% | +11.7% |
| 1Y | +5.5% | +21.1% | -15.6% | -10.9% |
| 3Y | +125.0% | +78.6% | +46.4% | +29.3% |
| 5Y | +210.4% | +45.9% | +164.5% | +110.2% |
| 10Y | +1,157.2% | +326.9% | +830.3% | +232.4% |
| All | +1,157.2% | +326.8% | +830.4% | +232.4% |
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