+209.9%
ON vs NSC
+3,232.6%
-3,022.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +2.4% | -5.5% | +7.9% | +6.2% |
| 30D | -3.3% | -3.2% | -0.1% | -1.5% |
| 3M | -43.6% | +7.7% | -51.2% | -46.8% |
| 6M | +19.0% | +4.5% | +14.4% | +14.7% |
| YTD | +37.4% | +15.6% | +21.8% | +23.8% |
| 1Y | +54.8% | +19.8% | +34.9% | +36.3% |
| 3Y | -25.2% | +70.1% | -95.3% | -48.2% |
| 5Y | +62.7% | +46.1% | +16.6% | +24.0% |
| 10Y | +574.3% | +328.1% | +246.3% | +170.5% |
| All | +209.9% | +3,232.6% | -3,022.7% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling