+196.1%
ON vs NSC
+3,230.3%
-3,034.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 6M | -38.6% | +6.4% | -45.0% | -41.6% |
| YTD | +31.2% | +15.5% | +15.7% | +18.5% |
| 1Y | +47.6% | +17.6% | +30.0% | +31.7% |
| 3Y | +6.6% | +75.0% | -68.4% | -27.0% |
| 5Y | +21.3% | +32.2% | -10.9% | -1.1% |
| 10Y | +533.3% | +296.6% | +236.7% | +166.6% |
| All | +196.1% | +3,230.3% | -3,034.2% | -63.1% |
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