+90.3%
NXT vs OMC
+11.1%
+79.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -2.6% | -6.2% | +3.7% | -1.9% |
| 30D | -22.4% | -7.6% | -14.9% | -21.8% |
| 3M | -27.3% | +7.4% | -34.7% | -28.3% |
| 6M | -28.5% | +0.1% | -28.6% | -28.5% |
| YTD | -6.6% | +0.4% | -7.0% | -6.4% |
| 1Y | +20.4% | +7.8% | +12.6% | +16.0% |
| All | +90.3% | +11.1% | +79.3% | +42.0% |
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