+31.9%
NVDL vs OMC
-5.3%
+37.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -2.4% |
| 7D | -0.8% | -4.2% | +3.4% | -1.5% |
| 30D | +3.4% | -7.5% | +10.9% | +1.8% |
| 3M | +8.1% | +4.6% | +3.5% | +8.2% |
| 6M | +31.9% | -4.8% | +36.7% | +37.9% |
| All | +31.9% | -5.3% | +37.2% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling