+4.6%
OMC vs NVD
-52.8%
+57.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -4.4% | +10.8% | -15.2% | -4.8% |
| 30D | -7.6% | +0.8% | -8.4% | -7.7% |
| 3M | +4.5% | -20.8% | +25.4% | +5.4% |
| 6M | -0.3% | -41.2% | +40.9% | +1.5% |
| YTD | -0.1% | -44.2% | +44.1% | +1.1% |
| 1Y | +4.6% | -54.2% | +58.8% | +7.5% |
| All | +4.6% | -52.8% | +57.4% | +7.5% |
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