+98.0%
NI vs OMC
+31.0%
+67.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -0.6% | -6.2% | +5.7% | +0.4% |
| 30D | -1.4% | -7.6% | +6.2% | -0.3% |
| 3M | -10.6% | +7.4% | -18.0% | -11.9% |
| 6M | -9.9% | +0.1% | -10.1% | -10.3% |
| YTD | +1.2% | +0.4% | +0.7% | +0.4% |
| 1Y | +4.4% | +7.8% | -3.3% | +2.1% |
| 3Y | +68.6% | +11.8% | +56.8% | +60.9% |
| 5Y | +98.0% | +32.5% | +65.6% | +76.7% |
| All | +98.0% | +31.0% | +67.1% | +76.7% |
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