Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs OMC✓SelectedUSD · OMCNVDA vs OMC performance historyLatest closeAs of-2.01%09/08
Stock and ETF performance explorer

NVDA vs OMC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+600,900.0%
OMC return
+394.5%
Excess return
+600,505.4%
Maximum drawdown
-89.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOMCExcessAlpha
1D-2.0%-1.8%-0.2%-0.9%
7D+3.8%-5.8%+9.6%+7.4%
30D+0.8%-4.8%+5.6%+3.4%
3M+8.2%+9.2%-1.0%+0.2%
6M+27.1%-2.5%+29.6%+25.6%
YTD+21.2%+2.6%+18.6%+13.1%
1Y+34.3%+5.9%+28.3%+20.1%
3Y+396.3%+14.2%+382.1%+301.9%
5Y+913.8%+33.2%+880.5%+633.4%
10Y+14,572.5%+33.4%+14,539.1%+9,102.1%
All+600,900.0%+394.5%+600,505.4%+146,105.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling