+2,327.9%
NDAQ vs OMC
+554.1%
+1,773.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.7% |
| 7D | -2.4% | -6.4% | +4.0% | +0.6% |
| 30D | +2.5% | +1.1% | +1.3% | +1.8% |
| 3M | +9.9% | +10.4% | -0.5% | +4.5% |
| 6M | +9.4% | -1.7% | +11.1% | +9.5% |
| YTD | +0.4% | +4.4% | -4.0% | -3.3% |
| 1Y | +4.0% | +8.4% | -4.4% | -2.4% |
| 3Y | +94.4% | +14.4% | +80.0% | +72.2% |
| 5Y | +56.7% | +33.9% | +22.9% | +23.1% |
| 10Y | +375.3% | +34.9% | +340.4% | +238.3% |
| All | +2,327.9% | +554.1% | +1,773.7% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling