+10.5%
OMC vs NTRS
+168.2%
-157.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -4.4% | +1.4% | -5.7% | -4.8% |
| 30D | -7.6% | -0.7% | -6.9% | -7.4% |
| 3M | +4.5% | +11.3% | -6.8% | +0.3% |
| 6M | -0.3% | +35.5% | -35.8% | -11.3% |
| YTD | -0.1% | +40.6% | -40.7% | -12.9% |
| 1Y | +4.6% | +49.2% | -44.6% | -11.1% |
| 3Y | +10.5% | +167.2% | -156.8% | -28.6% |
| All | +10.5% | +168.2% | -157.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling