+30.2%
OMC vs NYT
+38.8%
-8.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -7.6% | +4.6% | -12.2% | -8.9% |
| 3M | +4.5% | -9.6% | +14.1% | +7.4% |
| 6M | -0.3% | -14.0% | +13.7% | +3.7% |
| YTD | -0.1% | -2.8% | +2.7% | -0.4% |
| 1Y | +4.6% | +15.6% | -11.0% | -1.7% |
| 3Y | +10.5% | +56.3% | -45.8% | -8.0% |
| All | +30.2% | +38.8% | -8.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling