+138.6%
NOK vs NSC
+332.1%
-193.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.1% |
| 7D | +11.0% | -2.8% | +13.8% | +12.0% |
| 30D | +7.8% | -4.5% | +12.4% | +9.5% |
| 3M | -21.0% | +3.5% | -24.6% | -22.4% |
| 6M | +40.9% | +8.5% | +32.4% | +35.7% |
| YTD | +72.0% | +12.3% | +59.7% | +63.4% |
| 1Y | +140.9% | +18.9% | +122.0% | +123.3% |
| 3Y | +194.3% | +74.1% | +120.1% | +128.7% |
| 5Y | +112.5% | +43.9% | +68.6% | +76.5% |
| All | +138.6% | +332.1% | -193.5% | +48.7% |
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 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