+5,715.5%
OMC vs NYT
+754.3%
+4,961.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | -7.6% | +4.5% | -12.0% | -8.7% |
| 3M | +7.4% | -8.5% | +15.9% | +9.6% |
| 6M | +0.1% | -15.1% | +15.2% | +4.0% |
| YTD | +0.4% | -3.3% | +3.7% | +0.5% |
| 1Y | +7.8% | +17.0% | -9.2% | +2.2% |
| 3Y | +11.8% | +55.7% | -43.8% | -3.1% |
| 5Y | +32.5% | +38.9% | -6.4% | +15.9% |
| 10Y | +34.2% | +485.3% | -451.1% | -24.1% |
| All | +5,715.5% | +754.3% | +4,961.2% | +2,702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling