-9.1%
NVTS vs OMC
+27.2%
-36.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.4% | -4.4% | +2.9% | +0.9% |
| 30D | -16.5% | -7.6% | -8.9% | -13.5% |
| 3M | -47.6% | +4.5% | -52.2% | -50.9% |
| 6M | +7.3% | -0.3% | +7.5% | +3.3% |
| YTD | +62.9% | -0.1% | +63.0% | +52.3% |
| 1Y | +91.3% | +4.6% | +86.6% | +68.2% |
| 3Y | +43.4% | +10.5% | +32.9% | +12.6% |
| All | -9.1% | +27.2% | -36.3% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling