+277.8%
ORCL vs NSC
+303.9%
-26.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +3.8% | -3.5% | +7.3% | +5.2% |
| 30D | -6.6% | +3.9% | -10.5% | -8.0% |
| 3M | -11.4% | -0.8% | -10.6% | -11.3% |
| 6M | -33.3% | +7.1% | -40.4% | -35.7% |
| YTD | -33.3% | +16.4% | -49.7% | -38.3% |
| 1Y | -44.9% | +16.9% | -61.8% | -49.2% |
| 3Y | +17.6% | +78.4% | -60.8% | -11.8% |
| 5Y | +46.1% | +33.1% | +13.0% | +22.8% |
| 10Y | +277.8% | +299.9% | -22.1% | +112.4% |
| All | +277.8% | +303.9% | -26.1% | +112.4% |
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