+15.3%
OMC vs NIO
-62.6%
+77.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -6.4% | -13.0% | +6.6% | -5.7% |
| 30D | +1.1% | -18.3% | +19.4% | +2.2% |
| 3M | +10.4% | -33.2% | +43.6% | +12.7% |
| 6M | -1.7% | -21.5% | +19.8% | -0.8% |
| YTD | +4.4% | -25.5% | +29.9% | +5.6% |
| 1Y | +8.4% | -38.0% | +46.5% | +10.5% |
| All | +15.3% | -62.6% | +77.9% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling