+189.8%
NOC vs NSC
+332.1%
-142.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.8% | -2.8% | +3.6% | +1.6% |
| 30D | -9.7% | -4.5% | -5.2% | -8.6% |
| 3M | -5.6% | +3.5% | -9.2% | -6.8% |
| 6M | -28.6% | +8.5% | -37.1% | -30.6% |
| YTD | -7.9% | +12.3% | -20.2% | -11.6% |
| 1Y | -9.5% | +18.9% | -28.5% | -14.6% |
| 3Y | +28.4% | +74.1% | -45.8% | +5.0% |
| 5Y | +59.0% | +43.9% | +15.0% | +35.2% |
| All | +189.8% | +332.1% | -142.2% | +75.0% |
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