-6.4%
NU vs OMC
+7.0%
-13.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -4.9% | -4.4% | -0.5% | -4.5% |
| 30D | +7.8% | -7.6% | +15.4% | +8.4% |
| 3M | +20.9% | +4.5% | +16.4% | +20.0% |
| 6M | +0.9% | -0.3% | +1.2% | +0.1% |
| YTD | -12.7% | -0.1% | -12.5% | -13.9% |
| 1Y | -6.4% | +4.6% | -11.0% | -6.4% |
| All | -6.4% | +7.0% | -13.4% | -6.4% |
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