+59.1%
NOC vs NSC
+42.7%
+16.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | -9.7% | -4.5% | -5.2% | -9.0% |
| 3M | -5.6% | +3.5% | -9.2% | -6.4% |
| 6M | -28.6% | +8.5% | -37.1% | -29.8% |
| YTD | -7.9% | +12.3% | -20.2% | -10.2% |
| 1Y | -9.5% | +18.9% | -28.5% | -12.7% |
| 3Y | +28.4% | +74.1% | -45.8% | +13.5% |
| All | +59.1% | +42.7% | +16.5% | +37.7% |
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