+15,879.4%
NOC vs NSC
+5,718.1%
+10,161.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -8.9% | -1.9% | -6.9% | -8.5% |
| 3M | -3.7% | +6.2% | -9.9% | -5.2% |
| 6M | -30.8% | +9.2% | -40.0% | -32.5% |
| YTD | -7.9% | +15.0% | -23.0% | -11.5% |
| 1Y | -9.4% | +21.1% | -30.5% | -14.0% |
| 3Y | +29.0% | +78.6% | -49.6% | +9.4% |
| 5Y | +56.1% | +45.9% | +10.2% | +37.3% |
| 10Y | +186.3% | +326.9% | -140.6% | +89.4% |
| All | +15,879.4% | +5,718.1% | +10,161.3% | +5,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling