+154.0%
NEM vs OMC
+31.0%
+123.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -3.3% | -6.2% | +2.9% | -2.7% |
| 30D | +7.8% | -7.6% | +15.4% | +8.5% |
| 3M | +36.3% | +7.4% | +28.9% | +35.0% |
| 6M | +6.6% | +0.1% | +6.4% | +6.2% |
| YTD | +27.1% | +0.4% | +26.7% | +26.3% |
| 1Y | +62.3% | +7.8% | +54.6% | +59.6% |
| 3Y | +245.1% | +11.8% | +233.2% | +236.0% |
| 5Y | +154.0% | +32.5% | +121.5% | +140.4% |
| All | +154.0% | +31.0% | +123.0% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling