-10.8%
NVTS vs OMC
+24.5%
-35.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +11.0% |
| 7D | -0.3% | +12.5% | -12.8% | +4.4% |
| 30D | -24.4% | +16.3% | -40.7% | -19.7% |
| 3M | -26.5% | +8.1% | -34.5% | -23.8% |
| 6M | -41.4% | +17.2% | -58.6% | -36.7% |
| YTD | +30.7% | +11.8% | +18.9% | +35.1% |
| 1Y | -10.8% | +23.9% | -34.7% | -1.6% |
| All | -10.8% | +24.5% | -35.3% | -1.6% |
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