+101.1%
NSC vs ONTO
+695.7%
-594.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.3% |
| 7D | -1.5% | +9.7% | -11.2% | -3.2% |
| 30D | -1.9% | -8.8% | +6.9% | -0.8% |
| 3M | +6.2% | +4.5% | +1.7% | +2.5% |
| 6M | +9.2% | +56.4% | -47.2% | -4.3% |
| YTD | +15.0% | +78.1% | -63.0% | -2.7% |
| 1Y | +21.1% | +171.3% | -150.2% | -7.5% |
| 3Y | +78.6% | +118.7% | -40.1% | +26.8% |
| 5Y | +45.9% | +269.4% | -223.5% | -19.3% |
| All | +101.1% | +695.7% | -594.6% | -33.3% |
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