+6.6%
ON vs NSC
+77.7%
-71.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.6% |
| 7D | +12.2% | +2.5% | +9.8% | +10.6% |
| 30D | -3.1% | +1.7% | -4.8% | -4.0% |
| 3M | -12.9% | -2.6% | -10.3% | -11.4% |
| 6M | -38.6% | +6.4% | -45.0% | -42.0% |
| YTD | +31.2% | +15.5% | +15.7% | +16.8% |
| 1Y | +47.6% | +17.6% | +30.0% | +29.7% |
| 3Y | +6.6% | +75.0% | -68.4% | -31.2% |
| All | +6.6% | +77.7% | -71.1% | -31.2% |
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 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