+23.9%
OMC vs NVD
-27.4%
+51.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.2% | +4.9% |
| 7D | +12.5% | +15.0% | -2.4% | +11.7% |
| 30D | +16.3% | +39.3% | -23.0% | +14.6% |
| 3M | +8.1% | +3.1% | +4.9% | +7.5% |
| 6M | +17.2% | -19.0% | +36.1% | +17.2% |
| YTD | +11.8% | -35.5% | +47.3% | +11.1% |
| 1Y | +23.9% | -30.2% | +54.1% | +22.7% |
| All | +23.9% | -27.4% | +51.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling