+1,682.3%
NOK vs NSC
+3,152.6%
-1,470.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.6% | +6.4% |
| 7D | +7.3% | -1.5% | +8.8% | +7.9% |
| 30D | +13.8% | -1.9% | +15.7% | +14.6% |
| 3M | -27.0% | +6.2% | -33.2% | -29.2% |
| 6M | +37.6% | +9.2% | +28.4% | +31.5% |
| YTD | +64.6% | +15.0% | +49.6% | +53.6% |
| 1Y | +132.0% | +21.1% | +110.9% | +111.1% |
| 3Y | +183.7% | +78.6% | +105.1% | +112.2% |
| 5Y | +101.3% | +45.9% | +55.4% | +62.6% |
| 10Y | +122.4% | +326.9% | -204.5% | +5.0% |
| All | +1,682.3% | +3,152.6% | -1,470.4% | +259.2% |
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