+22.3%
NDAQ vs OMC
+18.0%
+4.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | 0.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +16.2% | +10.6% | +5.6% | +11.7% |
| 3M | +14.0% | +2.6% | +11.4% | +12.8% |
| 6M | +22.3% | +16.6% | +5.6% | +14.7% |
| All | +22.3% | +18.0% | +4.2% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling