+1,065.2%
NRG vs OMC
+34.2%
+1,030.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.7% | -4.4% | -0.3% | -3.4% |
| 30D | -6.0% | -7.6% | +1.6% | -3.9% |
| 3M | -8.0% | +4.5% | -12.5% | -10.5% |
| 6M | -23.2% | -0.3% | -22.9% | -24.3% |
| YTD | -28.1% | -0.1% | -27.9% | -29.8% |
| 1Y | -27.3% | +4.6% | -31.9% | -30.8% |
| 3Y | +208.7% | +10.5% | +198.2% | +181.1% |
| 5Y | +197.7% | +31.7% | +165.9% | +146.3% |
| All | +1,065.2% | +34.2% | +1,030.9% | +811.2% |
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 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