+803.7%
B vs OMC
+6,006.3%
-5,202.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 6M | -3.5% | -1.7% | -1.8% | -3.6% |
| YTD | +4.5% | +4.4% | 0.0% | +3.6% |
| 1Y | +67.8% | +8.4% | +59.3% | +65.5% |
| 3Y | +196.7% | +14.4% | +182.3% | +189.9% |
| 5Y | +151.9% | +33.9% | +118.1% | +140.9% |
| 10Y | +202.2% | +34.9% | +167.3% | +183.4% |
| All | +803.7% | +6,006.3% | -5,202.5% | +549.1% |
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