+31.1%
OMC vs NTRS
+259.9%
-228.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -4.4% | +1.4% | -5.7% | -5.0% |
| 30D | -7.6% | -0.7% | -6.9% | -7.4% |
| 3M | +4.5% | +11.3% | -6.8% | -0.7% |
| 6M | -0.3% | +35.5% | -35.8% | -13.7% |
| YTD | -0.1% | +40.6% | -40.7% | -15.5% |
| 1Y | +4.6% | +49.2% | -44.6% | -14.1% |
| 3Y | +10.5% | +167.2% | -156.8% | -32.9% |
| 5Y | +31.7% | +94.9% | -63.2% | -9.4% |
| All | +31.1% | +259.9% | -228.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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