+3,716.0%
ALL vs OMC
+3,013.2%
+702.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | -0.4% |
| 7D | 0.0% | -6.4% | +6.4% | +2.5% |
| 30D | -1.5% | +1.1% | -2.6% | -2.1% |
| 3M | +23.6% | +10.4% | +13.2% | +18.3% |
| 6M | +22.3% | -1.7% | +24.0% | +22.0% |
| YTD | +26.5% | +4.4% | +22.1% | +21.4% |
| 1Y | +27.0% | +8.4% | +18.6% | +19.4% |
| 3Y | +149.6% | +14.4% | +135.2% | +123.7% |
| 5Y | +118.1% | +33.9% | +84.2% | +78.5% |
| 10Y | +369.0% | +34.9% | +334.1% | +266.7% |
| All | +3,716.0% | +3,013.2% | +702.8% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling