+30.2%
OMC vs NTR
+45.7%
-15.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -7.6% | +16.8% | -24.4% | -9.9% |
| 3M | +4.5% | +20.7% | -16.2% | +1.2% |
| 6M | -0.3% | +0.5% | -0.8% | -0.8% |
| YTD | -0.1% | +29.2% | -29.3% | -5.1% |
| 1Y | +4.6% | +39.6% | -35.0% | -2.0% |
| 3Y | +10.5% | +37.9% | -27.4% | +2.4% |
| All | +30.2% | +45.7% | -15.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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