-27.5%
ON vs NSC
+75.0%
-102.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | -1.9% | -2.0% | +0.2% | -0.6% |
| 30D | -11.0% | -3.2% | -7.8% | -9.4% |
| 3M | -39.3% | +3.9% | -43.3% | -41.6% |
| 6M | +19.8% | +7.8% | +12.0% | +12.1% |
| YTD | +31.1% | +13.4% | +17.7% | +18.4% |
| 1Y | +46.0% | +20.3% | +25.7% | +26.8% |
| All | -27.5% | +75.0% | -102.5% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling