-16.3%
NOW vs OMC
+23.9%
-40.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.0% | +6.3% | -9.3% | -5.4% |
| 30D | -26.0% | +15.4% | -41.4% | -30.8% |
| 3M | -13.1% | +5.8% | -18.9% | -15.2% |
| 6M | +14.5% | +14.7% | -0.2% | +8.0% |
| YTD | -33.4% | +10.3% | -43.7% | -36.4% |
| 1Y | -40.6% | +23.2% | -63.9% | -45.6% |
| 3Y | -16.3% | +24.6% | -40.9% | -23.2% |
| All | -16.3% | +23.9% | -40.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling