+101.9%
NSC vs ONTO
+459.0%
-357.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | -3.5% |
| 30D | +3.6% | -32.9% | +36.6% | +9.8% |
| 3M | -1.4% | -32.2% | +30.8% | +3.5% |
| 6M | +6.0% | -30.6% | +36.6% | +7.9% |
| YTD | +15.5% | +25.1% | -9.6% | +2.4% |
| 1Y | +16.2% | +40.0% | -23.8% | +0.3% |
| 3Y | +76.9% | +45.7% | +31.2% | +34.3% |
| 5Y | +29.3% | +128.8% | -99.5% | -20.9% |
| All | +101.9% | +459.0% | -357.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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