+363.4%
ORCL vs NSC
+326.8%
+36.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +15.0% | -1.5% | +16.5% | +15.6% |
| 30D | +10.5% | -1.9% | +12.5% | +11.3% |
| 3M | -23.0% | +6.2% | -29.2% | -25.2% |
| 6M | +7.0% | +9.2% | -2.2% | +2.1% |
| YTD | -15.8% | +15.0% | -30.8% | -21.6% |
| 1Y | -31.1% | +21.1% | -52.2% | -37.4% |
| 3Y | +33.3% | +78.6% | -45.3% | -0.2% |
| 5Y | +94.3% | +45.9% | +48.4% | +56.8% |
| 10Y | +363.4% | +326.9% | +36.5% | +143.6% |
| All | +363.4% | +326.8% | +36.6% | +143.6% |
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 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