+34.3%
NSC vs ONTO
+136.3%
-101.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +1.6% | +34.4% | -32.8% | -1.5% |
| 30D | +4.2% | -20.4% | +24.6% | +6.1% |
| 3M | -0.2% | -37.8% | +37.6% | +3.9% |
| 6M | +7.6% | -24.6% | +32.1% | +7.8% |
| YTD | +17.4% | +32.8% | -15.4% | +7.9% |
| 1Y | +18.3% | +54.7% | -36.4% | +6.3% |
| 3Y | +79.8% | +54.7% | +25.1% | +48.5% |
| 5Y | +34.3% | +134.0% | -99.7% | -2.7% |
| All | +34.3% | +136.3% | -101.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling