+32.6%
NET vs OMC
+53.7%
-21.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -5.0% |
| 7D | -16.4% | +12.5% | -28.9% | -21.2% |
| 30D | -25.8% | +16.3% | -42.1% | -31.4% |
| 3M | -11.5% | +8.1% | -19.6% | -15.3% |
| 6M | +18.9% | +17.2% | +1.8% | +8.0% |
| YTD | +35.2% | +11.8% | +23.5% | +24.1% |
| 1Y | +14.5% | +23.9% | -9.5% | -2.0% |
| 3Y | +313.8% | +25.3% | +288.5% | +213.8% |
| 5Y | +32.6% | +54.7% | -22.1% | -4.5% |
| All | +32.6% | +53.7% | -21.1% | -4.5% |
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