+5,122.5%
NI vs OMC
+5,896.1%
-773.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | +2.3% | -5.8% | +8.1% | +3.6% |
| 30D | -1.7% | -4.8% | +3.2% | -0.7% |
| 3M | -8.0% | +9.2% | -17.2% | -10.3% |
| 6M | -8.6% | -2.5% | -6.2% | -8.7% |
| YTD | +2.3% | +2.6% | -0.2% | +0.4% |
| 1Y | +6.9% | +5.9% | +1.0% | +3.8% |
| 3Y | +70.6% | +14.2% | +56.4% | +60.4% |
| 5Y | +96.4% | +33.2% | +63.1% | +74.7% |
| 10Y | +136.1% | +33.4% | +102.7% | +103.6% |
| All | +5,122.5% | +5,896.1% | -773.6% | +2,524.4% |
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 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