+872.5%
BAX vs OMC
+6,384.1%
-5,511.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +3.4% | +10.6% | -7.2% | +0.6% |
| 3M | -4.5% | +2.6% | -7.1% | -5.3% |
| 6M | +44.0% | +16.6% | +27.4% | +37.6% |
| YTD | +34.9% | +10.9% | +24.0% | +29.8% |
| 1Y | +37.9% | +22.1% | +15.8% | +29.3% |
| 3Y | -17.1% | +27.5% | -44.5% | -23.5% |
| 5Y | -64.3% | +50.6% | -114.9% | -68.9% |
| 10Y | -35.9% | +51.7% | -87.5% | -46.4% |
| All | +872.5% | +6,384.1% | -5,511.6% | +202.8% |
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