+1,682.3%
NOK vs OMC
+2,629.9%
-947.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.1% |
| 7D | +7.3% | -5.8% | +13.0% | +10.3% |
| 30D | +13.8% | -4.8% | +18.6% | +16.3% |
| 3M | -27.0% | +9.2% | -36.2% | -31.5% |
| 6M | +37.6% | -2.5% | +40.1% | +36.7% |
| YTD | +64.6% | +2.6% | +62.0% | +56.5% |
| 1Y | +132.0% | +5.9% | +126.1% | +114.1% |
| 3Y | +183.7% | +14.2% | +169.5% | +140.9% |
| 5Y | +101.3% | +33.2% | +68.0% | +51.7% |
| 10Y | +122.4% | +33.4% | +89.0% | +53.7% |
| All | +1,682.3% | +2,629.9% | -947.6% | +199.6% |
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