+114.8%
ALL vs OMC
+32.6%
+82.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -1.7% | -5.8% | +4.1% | -0.5% |
| 30D | -4.7% | -4.8% | +0.1% | -3.7% |
| 3M | +18.4% | +9.2% | +9.1% | +15.8% |
| 6M | +20.5% | -2.5% | +23.0% | +20.7% |
| YTD | +23.5% | +2.6% | +21.0% | +21.9% |
| 1Y | +29.0% | +5.9% | +23.0% | +25.9% |
| 3Y | +153.7% | +14.2% | +139.5% | +135.8% |
| 5Y | +114.8% | +33.2% | +81.6% | +78.9% |
| All | +114.8% | +32.6% | +82.2% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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