+302.5%
NSC vs OMC
+56.1%
+246.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.8% |
| 7D | -5.4% | +5.4% | -10.7% | -7.4% |
| 30D | +2.9% | +15.7% | -12.8% | -3.3% |
| 3M | -2.2% | +4.9% | -7.0% | -4.5% |
| 6M | +5.3% | +17.3% | -12.0% | -2.9% |
| YTD | +14.8% | +13.0% | +1.7% | +5.9% |
| 1Y | +16.6% | +24.1% | -7.5% | +2.5% |
| 3Y | +78.6% | +31.2% | +47.4% | +48.4% |
| 5Y | +27.2% | +53.4% | -26.2% | -6.2% |
| 10Y | +302.5% | +55.5% | +247.0% | +175.3% |
| All | +302.5% | +56.1% | +246.5% | +175.3% |
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