+43.0%
NVTS vs OMC
+9.5%
+33.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.6% |
| 7D | +3.5% | -4.2% | +7.7% | +4.4% |
| 30D | -11.9% | -7.5% | -4.4% | -10.7% |
| 3M | -49.2% | +4.6% | -53.9% | -50.8% |
| 6M | +38.4% | -4.8% | +43.3% | +38.7% |
| YTD | +62.5% | -1.0% | +63.5% | +59.3% |
| 1Y | +101.4% | +3.8% | +97.5% | +89.8% |
| All | +43.0% | +9.5% | +33.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling