+3,738.8%
ALL vs OMC
+3,282.0%
+456.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -0.1% | +6.8% | -7.0% | -2.6% |
| 30D | +13.8% | +16.2% | -2.3% | +7.4% |
| 3M | -2.8% | +6.0% | -8.8% | -5.1% |
| 6M | +23.7% | +17.7% | +5.9% | +15.1% |
| YTD | +27.3% | +13.5% | +13.8% | +18.2% |
| 1Y | +30.5% | +27.2% | +3.3% | +15.5% |
| 3Y | +113.0% | +30.4% | +82.6% | +81.3% |
| 5Y | +157.6% | +53.5% | +104.1% | +99.8% |
| 10Y | +368.4% | +57.0% | +311.4% | +245.0% |
| All | +3,738.8% | +3,282.0% | +456.8% | +1,126.5% |
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