+1,218.8%
URI vs NSC
+315.5%
+903.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.0% | +5.2% |
| 7D | -4.0% | -5.4% | +1.3% | +0.9% |
| 30D | +6.8% | +2.9% | +3.8% | +4.1% |
| 3M | -2.8% | -2.2% | -0.7% | -1.0% |
| 6M | +20.9% | +5.3% | +15.6% | +15.0% |
| YTD | +40.2% | +14.8% | +25.5% | +24.5% |
| 1Y | +34.1% | +16.6% | +17.5% | +17.2% |
| 3Y | +164.1% | +78.6% | +85.6% | +52.7% |
| 5Y | +199.3% | +27.2% | +172.2% | +132.6% |
| 10Y | +1,218.8% | +302.5% | +916.3% | +311.2% |
| All | +1,218.8% | +315.5% | +903.3% | +311.2% |
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 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