+8.4%
OMC vs NYT
+15.2%
-6.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | +1.1% | +2.7% | -1.6% | +0.4% |
| 3M | +10.4% | -10.3% | +20.7% | +13.0% |
| 6M | -1.7% | -16.6% | +14.9% | +2.2% |
| YTD | +4.4% | -2.3% | +6.7% | +2.5% |
| 1Y | +8.4% | +15.0% | -6.6% | +2.3% |
| All | +8.4% | +15.2% | -6.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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