+2,666.5%
NDAQ vs OMC
+610.6%
+2,055.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.9% | +6.8% | -4.0% | -0.3% |
| 30D | +17.5% | +16.2% | +1.3% | +9.3% |
| 3M | +15.4% | +6.0% | +9.4% | +11.9% |
| 6M | +24.6% | +17.7% | +6.9% | +14.3% |
| YTD | +14.4% | +13.5% | +1.0% | +5.7% |
| 1Y | +26.9% | +27.2% | -0.3% | +10.5% |
| 3Y | +119.8% | +30.4% | +89.4% | +82.5% |
| 5Y | +70.5% | +53.5% | +17.0% | +25.1% |
| 10Y | +475.8% | +57.0% | +418.8% | +277.5% |
| All | +2,666.5% | +610.6% | +2,055.9% | +717.9% |
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