+52.5%
NDAQ vs OMC
+29.1%
+23.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | -1.6% | -4.2% | +2.7% | -0.3% |
| 30D | -1.5% | -7.5% | +6.0% | +0.8% |
| 3M | +8.0% | +4.6% | +3.4% | +6.4% |
| 6M | +7.7% | -4.8% | +12.6% | +8.9% |
| YTD | -2.3% | -1.0% | -1.3% | -2.6% |
| 1Y | +0.6% | +3.8% | -3.3% | -1.5% |
| 3Y | +90.9% | +10.2% | +80.7% | +79.7% |
| 5Y | +52.5% | +29.7% | +22.7% | +33.1% |
| All | +52.5% | +29.1% | +23.4% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling