+177.4%
NXT vs OMC
-0.2%
+177.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -1.1% | -6.4% | +5.3% | -0.2% |
| 30D | -15.3% | +1.1% | -16.5% | -15.5% |
| 3M | -43.8% | +10.4% | -54.2% | -44.9% |
| 6M | -18.7% | -1.7% | -17.0% | -18.4% |
| YTD | -3.0% | +4.4% | -7.4% | -3.9% |
| 1Y | +22.7% | +8.4% | +14.3% | +18.9% |
| 3Y | +95.9% | +14.4% | +81.5% | +74.8% |
| All | +177.4% | -0.2% | +177.6% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling