+328.2%
NSC vs OMC
+35.0%
+293.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -1.4% | -6.2% | +4.8% | +1.3% |
| 30D | -3.4% | -7.6% | +4.2% | -0.3% |
| 3M | +5.1% | +7.4% | -2.3% | +0.9% |
| 6M | +9.2% | +0.1% | +9.1% | +7.8% |
| YTD | +13.4% | +0.4% | +13.0% | +10.2% |
| 1Y | +20.8% | +7.8% | +13.0% | +12.7% |
| 3Y | +76.1% | +11.8% | +64.3% | +57.3% |
| 5Y | +45.3% | +32.5% | +12.8% | +14.2% |
| All | +328.2% | +35.0% | +293.2% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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