+3,754.3%
ALL vs OMC
+3,283.5%
+470.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.6% | +1.6% | -4.1% | -3.1% |
| 30D | +12.7% | +15.3% | -2.6% | +6.7% |
| 3M | +0.4% | +4.5% | -4.1% | -1.5% |
| 6M | +23.8% | +20.8% | +3.0% | +14.1% |
| YTD | +27.8% | +13.5% | +14.3% | +18.6% |
| 1Y | +28.9% | +25.2% | +3.6% | +14.7% |
| 3Y | +113.9% | +30.5% | +83.4% | +82.0% |
| 5Y | +157.4% | +52.7% | +104.7% | +100.1% |
| 10Y | +369.0% | +55.2% | +313.8% | +247.0% |
| All | +3,754.3% | +3,283.5% | +470.8% | +1,131.2% |
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