+92.6%
NDAQ vs OMC
+12.9%
+79.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -2.6% | -5.8% | +3.2% | -0.9% |
| 30D | +0.5% | -4.8% | +5.3% | +1.9% |
| 3M | +9.9% | +9.2% | +0.7% | +7.1% |
| 6M | +8.2% | -2.5% | +10.7% | +8.5% |
| YTD | -1.5% | +2.6% | -4.0% | -2.6% |
| 1Y | +1.3% | +5.9% | -4.6% | -0.9% |
| 3Y | +92.6% | +14.2% | +78.4% | +78.2% |
| All | +92.6% | +12.9% | +79.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling