+113.0%
NVTS vs OMC
+9.8%
+103.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +5.6% |
| 7D | +2.7% | -6.4% | +9.1% | +1.0% |
| 30D | -4.5% | +1.1% | -5.6% | -4.1% |
| 3M | -61.5% | +10.4% | -71.9% | -60.4% |
| 6M | +28.0% | -1.7% | +29.7% | +30.7% |
| YTD | +65.3% | +4.4% | +60.8% | +70.0% |
| 1Y | +113.0% | +8.4% | +104.6% | +127.3% |
| All | +113.0% | +9.8% | +103.2% | +127.3% |
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