+28.4%
NOC vs NSC
+75.0%
-46.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -9.4% | -3.4% | -6.1% | -9.0% |
| 3M | -3.8% | +5.1% | -8.9% | -4.7% |
| 6M | -28.8% | +9.2% | -38.0% | -30.0% |
| YTD | -7.9% | +13.4% | -21.3% | -10.1% |
| 1Y | -9.0% | +20.8% | -29.8% | -12.1% |
| All | +28.4% | +75.0% | -46.7% | +15.0% |
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 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