-8.6%
ONON vs NSC
+73.4%
-82.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -2.1% | -2.8% | +0.7% | -0.8% |
| 30D | -11.6% | -4.5% | -7.1% | -9.8% |
| 3M | -30.1% | +3.5% | -33.6% | -31.7% |
| 6M | -30.5% | +8.5% | -39.0% | -34.0% |
| YTD | -41.0% | +12.3% | -53.4% | -45.0% |
| 1Y | -36.7% | +18.9% | -55.6% | -42.7% |
| 3Y | -8.6% | +74.1% | -82.7% | -39.6% |
| All | -8.6% | +73.4% | -82.0% | -39.6% |
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