-89.0%
OPEN vs NSC
+112.5%
-201.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.4% |
| 7D | -15.0% | +2.5% | -17.5% | -16.7% |
| 30D | -40.2% | +1.7% | -41.9% | -40.6% |
| 3M | -67.4% | -2.6% | -64.8% | -66.6% |
| 6M | -74.0% | +6.4% | -80.4% | -75.6% |
| YTD | -79.6% | +15.5% | -95.1% | -82.2% |
| 1Y | -86.1% | +17.6% | -103.7% | -88.1% |
| 3Y | -41.4% | +75.0% | -116.4% | -64.2% |
| 5Y | -94.9% | +32.2% | -127.0% | -96.2% |
| All | -89.0% | +112.5% | -201.5% | -92.4% |
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 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