+203.4%
URI vs NSC
+46.2%
+157.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 6M | +19.0% | +4.5% | +14.5% | +15.3% |
| YTD | +25.5% | +15.6% | +10.0% | +12.5% |
| 1Y | +5.5% | +19.8% | -14.3% | -8.0% |
| 3Y | +111.3% | +70.1% | +41.2% | +37.4% |
| All | +203.4% | +46.2% | +157.2% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling