+51.6%
OMC vs NIO
-38.3%
+89.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.0% |
| 30D | -7.5% | -23.2% | +15.7% | -6.2% |
| 3M | +4.6% | -29.9% | +34.6% | +6.6% |
| 6M | -4.8% | -25.1% | +20.3% | -3.7% |
| YTD | -1.0% | -27.5% | +26.4% | +0.2% |
| 1Y | +3.8% | -41.1% | +44.9% | +6.1% |
| 3Y | +10.2% | -63.1% | +73.4% | +12.7% |
| 5Y | +29.7% | -90.4% | +120.1% | +37.5% |
| All | +51.6% | -38.3% | +89.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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