+115.1%
NOK vs NSC
+42.7%
+72.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | -21.0% | +3.5% | -24.6% | -22.4% |
| 6M | +40.9% | +8.5% | +32.4% | +35.8% |
| YTD | +72.0% | +12.3% | +59.7% | +63.6% |
| 1Y | +140.9% | +18.9% | +122.0% | +123.6% |
| 3Y | +194.3% | +74.1% | +120.1% | +122.4% |
| All | +115.1% | +42.7% | +72.5% | +73.7% |
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