+60.7%
NEM vs OMC
+7.0%
+53.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | +7.8% | -7.6% | +15.4% | +7.8% |
| 3M | +30.2% | +4.5% | +25.7% | +30.1% |
| 6M | +9.6% | -0.3% | +9.9% | +9.2% |
| YTD | +27.8% | -0.1% | +27.9% | +25.9% |
| 1Y | +60.7% | +4.6% | +56.1% | +58.1% |
| All | +60.7% | +7.0% | +53.7% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling