+506.3%
NOW vs OMC
+56.4%
+449.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | -8.7% | +6.8% | -15.6% | -10.8% |
| 30D | -29.3% | +16.2% | -45.4% | -33.3% |
| 3M | -21.8% | +6.0% | -27.9% | -23.7% |
| 6M | +9.2% | +17.7% | -8.5% | +2.8% |
| YTD | -35.0% | +13.5% | -48.4% | -38.2% |
| 1Y | -42.5% | +27.2% | -69.7% | -47.5% |
| 3Y | -21.5% | +30.4% | -51.9% | -30.1% |
| 5Y | -25.8% | +53.5% | -79.3% | -37.1% |
| 10Y | +506.3% | +57.0% | +449.3% | +391.1% |
| All | +506.3% | +56.4% | +449.9% | +391.1% |
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