+472.4%
NEM vs OMC
+5,896.1%
-5,423.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +3.9% | -5.8% | +9.6% | +4.5% |
| 30D | +12.7% | -4.8% | +17.5% | +13.3% |
| 3M | +28.7% | +9.2% | +19.4% | +27.2% |
| 6M | +9.8% | -2.5% | +12.3% | +9.8% |
| YTD | +28.1% | +2.6% | +25.5% | +27.0% |
| 1Y | +69.3% | +5.9% | +63.4% | +67.0% |
| 3Y | +247.7% | +14.2% | +233.5% | +238.4% |
| 5Y | +153.4% | +33.2% | +120.1% | +140.3% |
| 10Y | +291.3% | +33.4% | +257.9% | +263.2% |
| All | +472.4% | +5,896.1% | -5,423.7% | +312.1% |
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 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