+5,605.4%
NSC vs OMC
+6,006.3%
-400.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.5% |
| 7D | -5.5% | -6.4% | +0.9% | -3.1% |
| 30D | -3.2% | +1.1% | -4.3% | -3.9% |
| 3M | +7.7% | +10.4% | -2.7% | +2.7% |
| 6M | +4.5% | -1.7% | +6.2% | +4.1% |
| YTD | +15.6% | +4.4% | +11.1% | +10.7% |
| 1Y | +19.8% | +8.4% | +11.4% | +12.3% |
| 3Y | +70.1% | +14.4% | +55.7% | +53.4% |
| 5Y | +46.1% | +33.9% | +12.3% | +20.6% |
| 10Y | +328.1% | +34.9% | +293.2% | +240.8% |
| All | +5,605.4% | +6,006.3% | -400.9% | +1,528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling