-47.1%
OPEN vs NSC
+20.4%
-67.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -4.3% | -5.5% | +1.3% | -3.9% |
| 30D | -16.2% | -3.2% | -13.0% | -16.0% |
| 3M | -36.4% | +7.7% | -44.0% | -37.2% |
| 6M | -35.5% | +4.5% | -40.0% | -36.9% |
| YTD | -46.0% | +15.6% | -61.5% | -49.1% |
| 1Y | -47.1% | +19.8% | -67.0% | -46.1% |
| All | -47.1% | +20.4% | -67.5% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling