-19.9%
NOW vs OMC
+29.7%
-49.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +0.3% | +1.9% | -1.6% | -0.5% |
| 30D | -27.0% | +12.2% | -39.2% | -30.7% |
| 3M | -19.6% | +0.6% | -20.2% | -20.0% |
| 6M | +17.5% | +21.0% | -3.5% | +8.5% |
| YTD | -33.3% | +12.4% | -45.6% | -36.7% |
| 1Y | -39.8% | +25.4% | -65.2% | -45.2% |
| 3Y | -19.9% | +29.2% | -49.1% | -27.3% |
| All | -19.9% | +29.7% | -49.6% | -27.3% |
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