+140.2%
NI vs OMC
+34.2%
+105.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | 0.0% | -4.4% | +4.4% | +1.2% |
| 30D | -1.4% | -7.6% | +6.2% | +0.5% |
| 3M | -10.6% | +4.5% | -15.1% | -12.1% |
| 6M | -9.3% | -0.3% | -9.1% | -10.0% |
| YTD | +1.1% | -0.1% | +1.3% | -0.3% |
| 1Y | +3.4% | +4.6% | -1.3% | +0.2% |
| 3Y | +67.9% | +10.5% | +57.4% | +56.4% |
| 5Y | +98.0% | +31.7% | +66.2% | +67.6% |
| All | +140.2% | +34.2% | +105.9% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling