+1,449.6%
NET vs OMC
+31.8%
+1,417.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.3% |
| 7D | -7.0% | -6.4% | -0.6% | -5.3% |
| 30D | -4.8% | +1.1% | -5.9% | -5.0% |
| 3M | +3.8% | +10.4% | -6.6% | +0.8% |
| 6M | +50.0% | -1.7% | +51.8% | +50.0% |
| YTD | +41.5% | +4.4% | +37.0% | +38.4% |
| 1Y | +32.8% | +8.4% | +24.4% | +27.7% |
| 3Y | +335.9% | +14.4% | +321.5% | +306.2% |
| 5Y | +113.8% | +33.9% | +80.0% | +96.1% |
| All | +1,449.6% | +31.8% | +1,417.8% | +1,500.8% |
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