+365.6%
NDAQ vs OMC
+35.0%
+330.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -6.8% | -6.2% | -0.6% | -4.9% |
| 30D | -3.2% | -7.6% | +4.4% | -0.8% |
| 3M | +6.5% | +7.4% | -0.9% | +3.9% |
| 6M | +5.7% | +0.1% | +5.6% | +5.3% |
| YTD | -4.6% | +0.4% | -5.1% | -5.6% |
| 1Y | -1.6% | +7.8% | -9.3% | -5.1% |
| 3Y | +86.4% | +11.8% | +74.6% | +74.4% |
| 5Y | +50.3% | +32.5% | +17.9% | +29.8% |
| All | +365.6% | +35.0% | +330.7% | +270.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling