+719.1%
B vs OMC
+6,349.1%
-5,629.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +9.6% | +6.3% | +3.3% | +9.0% |
| 30D | +3.5% | +15.4% | -11.8% | +2.2% |
| 3M | -1.6% | +5.8% | -7.3% | -2.1% |
| 6M | -1.7% | +14.7% | -16.3% | -3.1% |
| YTD | -5.3% | +10.3% | -15.6% | -6.6% |
| 1Y | +27.2% | +23.2% | +4.0% | +24.1% |
| 3Y | +166.1% | +24.6% | +141.5% | +157.9% |
| 5Y | +136.5% | +50.1% | +86.4% | +123.7% |
| 10Y | +172.2% | +54.3% | +118.0% | +151.8% |
| All | +719.1% | +6,349.1% | -5,629.9% | +485.1% |
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