-50.9%
OPEN vs NSC
+19.4%
-70.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.7% |
| 30D | -13.8% | -3.2% | -10.6% | -13.4% |
| 3M | -30.9% | +3.9% | -34.8% | -31.5% |
| 6M | -40.9% | +7.8% | -48.7% | -43.2% |
| YTD | -48.5% | +13.4% | -61.9% | -51.6% |
| 1Y | -50.9% | +20.3% | -71.2% | -45.3% |
| All | -50.9% | +19.4% | -70.3% | -45.3% |
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