+122.1%
URI vs NSC
+77.4%
+44.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -2.0% | -5.5% | +3.5% | +2.6% |
| 30D | -12.9% | -3.2% | -9.7% | -10.7% |
| 3M | -6.7% | +7.7% | -14.4% | -12.0% |
| 6M | +19.0% | +4.5% | +14.5% | +15.0% |
| YTD | +25.5% | +15.6% | +10.0% | +12.8% |
| 1Y | +5.5% | +19.8% | -14.3% | -7.7% |
| All | +122.1% | +77.4% | +44.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling