+46.1%
OMC vs NTR
+103.7%
-57.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.2% | +0.5% | -4.8% | -4.4% |
| 30D | -7.5% | +21.7% | -29.2% | -12.7% |
| 3M | +4.6% | +22.8% | -18.1% | -1.8% |
| 6M | -4.8% | +8.2% | -13.1% | -8.0% |
| YTD | -1.0% | +32.9% | -33.9% | -10.5% |
| 1Y | +3.8% | +45.3% | -41.5% | -9.0% |
| 3Y | +10.2% | +41.7% | -31.5% | -4.8% |
| 5Y | +29.7% | +49.8% | -20.1% | -1.3% |
| All | +46.1% | +103.7% | -57.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling