+157.6%
B vs OMC
+33.9%
+123.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | -1.6% | -6.4% | +4.8% | -1.0% |
| 30D | +9.4% | +1.1% | +8.3% | +9.3% |
| 3M | +5.0% | +10.4% | -5.4% | +3.8% |
| 6M | -3.5% | -1.7% | -1.8% | -3.7% |
| YTD | +4.5% | +4.4% | 0.0% | +3.5% |
| 1Y | +67.8% | +8.4% | +59.3% | +65.2% |
| 3Y | +196.7% | +14.4% | +182.3% | +188.7% |
| All | +157.6% | +33.9% | +123.7% | +139.4% |
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