+701.5%
B vs OMC
+6,533.5%
-5,831.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | +7.1% | +6.8% | +0.3% | +6.5% |
| 30D | -3.3% | +16.2% | -19.5% | -4.7% |
| 3M | -2.5% | +6.0% | -8.6% | -3.1% |
| 6M | -7.2% | +17.7% | -24.9% | -8.8% |
| YTD | -7.4% | +13.5% | -20.8% | -8.9% |
| 1Y | +16.4% | +27.2% | -10.8% | +13.3% |
| 3Y | +178.7% | +30.4% | +148.3% | +169.0% |
| 5Y | +121.7% | +53.5% | +68.2% | +109.3% |
| 10Y | +208.6% | +57.0% | +151.6% | +185.1% |
| All | +701.5% | +6,533.5% | -5,831.9% | +471.1% |
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