+16.9%
NSC vs ONTO
+53.2%
-36.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.9% | -8.1% | +0.7% |
| 7D | -3.5% | +16.4% | -19.9% | -3.7% |
| 30D | +3.9% | -21.4% | +25.4% | +4.0% |
| 3M | -0.8% | -32.7% | +32.0% | -0.5% |
| 6M | +7.1% | -25.2% | +32.3% | +6.8% |
| YTD | +16.4% | +36.2% | -19.8% | +11.3% |
| 1Y | +16.9% | +61.2% | -44.3% | +8.8% |
| All | +16.9% | +53.2% | -36.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling