+523.3%
ON vs NSC
+296.2%
+227.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.4% |
| 7D | +12.2% | +2.5% | +9.8% | +10.3% |
| 30D | -3.1% | +1.7% | -4.8% | -4.2% |
| 3M | -12.9% | -2.6% | -10.3% | -11.2% |
| 6M | -38.6% | +6.4% | -45.0% | -42.4% |
| YTD | +31.2% | +15.5% | +15.7% | +15.2% |
| 1Y | +47.6% | +17.6% | +30.0% | +27.7% |
| 3Y | +6.6% | +75.0% | -68.4% | -34.8% |
| 5Y | +21.3% | +32.2% | -10.9% | -7.8% |
| All | +523.3% | +296.2% | +227.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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