-83.6%
OPEN vs NSC
+46.6%
-130.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | +1.0% | -1.5% | +2.5% | +2.4% |
| 30D | -11.9% | -1.9% | -10.0% | -10.3% |
| 3M | -28.8% | +6.2% | -35.0% | -33.6% |
| 6M | -38.6% | +9.2% | -47.8% | -45.3% |
| YTD | -47.3% | +15.0% | -62.4% | -55.6% |
| 1Y | -49.2% | +21.1% | -70.3% | -59.8% |
| 3Y | -18.8% | +78.6% | -97.4% | -58.6% |
| 5Y | -83.6% | +45.9% | -129.5% | -88.6% |
| All | -83.6% | +46.6% | -130.2% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling