-38.7%
NOW vs OMC
+24.5%
-63.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -2.5% |
| 7D | -27.5% | +12.5% | -40.0% | -31.7% |
| 30D | -20.0% | +16.3% | -36.3% | -26.0% |
| 3M | -7.9% | +8.1% | -16.0% | -11.0% |
| 6M | +18.3% | +17.2% | +1.2% | +10.0% |
| YTD | -29.0% | +11.8% | -40.7% | -33.0% |
| 1Y | -38.7% | +23.9% | -62.6% | -43.4% |
| All | -38.7% | +24.5% | -63.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling