+29.4%
NDAQ vs OMC
+24.5%
+4.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.7% | +0.9% |
| 7D | +3.9% | +12.5% | -8.6% | +0.2% |
| 30D | +19.0% | +16.3% | +2.7% | +13.5% |
| 3M | +17.6% | +8.1% | +9.5% | +14.6% |
| 6M | +21.0% | +17.2% | +3.8% | +15.0% |
| YTD | +14.1% | +11.8% | +2.3% | +10.2% |
| 1Y | +29.4% | +23.9% | +5.5% | +24.4% |
| All | +29.4% | +24.5% | +4.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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