+2,632.1%
NDAQ vs OMC
+594.6%
+2,037.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +16.2% | +10.6% | +5.6% | +10.7% |
| 3M | +14.0% | +2.6% | +11.4% | +12.2% |
| 6M | +22.3% | +16.6% | +5.6% | +12.7% |
| YTD | +13.0% | +10.9% | +2.1% | +5.5% |
| 1Y | +24.0% | +22.1% | +1.9% | +10.1% |
| 3Y | +117.1% | +27.5% | +89.6% | +82.1% |
| 5Y | +67.5% | +50.6% | +16.9% | +24.0% |
| 10Y | +474.3% | +51.7% | +422.6% | +283.3% |
| All | +2,632.1% | +594.6% | +2,037.4% | +716.3% |
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