+170.4%
NXT vs OMC
-5.4%
+175.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -3.1% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -20.0% | -7.5% | -12.5% | -19.1% |
| 3M | -30.9% | +4.6% | -35.6% | -31.8% |
| 6M | -23.8% | -4.8% | -19.0% | -23.3% |
| YTD | -5.4% | -1.0% | -4.4% | -5.6% |
| 1Y | +28.0% | +3.8% | +24.2% | +24.3% |
| 3Y | +93.3% | +10.2% | +83.1% | +72.8% |
| All | +170.4% | -5.4% | +175.8% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling