+212.0%
NXT vs OMC
+7.4%
+204.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -9.4% | +1.9% | -11.3% | -9.7% |
| 30D | +15.1% | +12.2% | +2.9% | +13.1% |
| 3M | -9.1% | +0.6% | -9.7% | -9.3% |
| 6M | -30.3% | +21.0% | -51.3% | -32.8% |
| YTD | +9.1% | +12.4% | -3.3% | +6.8% |
| 1Y | +7.9% | +25.4% | -17.5% | +0.9% |
| 3Y | +176.5% | +29.2% | +147.3% | +139.2% |
| All | +212.0% | +7.4% | +204.6% | +185.7% |
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