+5,463.3%
NSC vs OMC
+6,349.1%
-885.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -6.2% | +6.3% | -12.5% | -8.5% |
| 30D | +2.6% | +15.4% | -12.8% | -3.3% |
| 3M | -5.8% | +5.8% | -11.6% | -8.4% |
| 6M | +2.1% | +14.7% | -12.6% | -4.5% |
| YTD | +12.7% | +10.3% | +2.4% | +5.4% |
| 1Y | +15.9% | +23.2% | -7.4% | +3.2% |
| 3Y | +74.0% | +24.6% | +49.4% | +51.3% |
| 5Y | +25.2% | +50.1% | -24.9% | -1.4% |
| 10Y | +326.2% | +54.3% | +272.0% | +221.1% |
| All | +5,463.3% | +6,349.1% | -885.7% | +1,449.7% |
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