-74.1%
OPEN vs NSC
+108.7%
-182.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -10.5% | -1.4% | -9.2% | -9.6% |
| 30D | -21.8% | -3.4% | -18.4% | -19.7% |
| 3M | -37.5% | +5.1% | -42.6% | -40.6% |
| 6M | -44.1% | +9.2% | -53.3% | -49.2% |
| YTD | -52.0% | +13.4% | -65.4% | -57.8% |
| 1Y | -52.2% | +20.8% | -73.0% | -60.5% |
| 3Y | -25.9% | +76.1% | -102.0% | -55.3% |
| 5Y | -85.1% | +45.3% | -130.3% | -89.1% |
| All | -74.1% | +108.7% | -182.8% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling