+69.8%
OMC vs NIO
-49.2%
+119.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -2.0% |
| 7D | -0.3% | -4.7% | +4.4% | 0.0% |
| 30D | +10.6% | -14.3% | +25.0% | +11.6% |
| 3M | +2.6% | -32.8% | +35.4% | +4.8% |
| 6M | +16.6% | -49.8% | +66.4% | +20.9% |
| YTD | +10.9% | -40.2% | +51.1% | +13.5% |
| 1Y | +22.1% | -52.7% | +74.8% | +26.5% |
| 3Y | +27.5% | -57.9% | +85.3% | +29.6% |
| 5Y | +50.6% | -92.9% | +143.5% | +62.1% |
| All | +69.8% | -49.2% | +119.0% | +53.7% |
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