+214.8%
B vs OMC
+53.0%
+161.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -7.3% | +1.9% | -9.2% | -7.4% |
| 30D | -3.3% | +12.2% | -15.5% | -4.0% |
| 3M | -7.8% | +0.6% | -8.4% | -7.8% |
| 6M | -15.5% | +21.0% | -36.6% | -16.6% |
| YTD | -12.3% | +12.4% | -24.6% | -13.2% |
| 1Y | +5.4% | +25.4% | -20.0% | +3.5% |
| 3Y | +165.5% | +29.2% | +136.3% | +159.8% |
| 5Y | +107.0% | +52.6% | +54.4% | +100.4% |
| All | +214.8% | +53.0% | +161.9% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling