+118.0%
NOK vs NSC
+20.4%
+97.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -1.8% | -5.5% | +3.7% | -2.1% |
| 30D | +4.7% | -3.2% | +7.9% | +4.5% |
| 3M | -39.7% | +7.7% | -47.3% | -40.0% |
| 6M | +23.1% | +4.5% | +18.5% | +19.4% |
| YTD | +55.0% | +15.6% | +39.5% | +59.3% |
| 1Y | +118.0% | +19.8% | +98.2% | +122.8% |
| All | +118.0% | +20.4% | +97.7% | +122.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling