+875.9%
BAX vs OMC
+6,006.3%
-5,130.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | -1.1% | -6.4% | +5.3% | +0.5% |
| 30D | -5.5% | +1.1% | -6.6% | -5.8% |
| 3M | +33.5% | +10.4% | +23.1% | +29.8% |
| 6M | +35.9% | -1.7% | +37.6% | +36.0% |
| YTD | +35.4% | +4.4% | +30.9% | +32.5% |
| 1Y | +9.8% | +8.4% | +1.3% | +6.2% |
| 3Y | -32.7% | +14.4% | -47.1% | -36.1% |
| 5Y | -65.6% | +33.9% | -99.4% | -69.0% |
| 10Y | -34.9% | +34.9% | -69.8% | -43.9% |
| All | +875.9% | +6,006.3% | -5,130.3% | +209.2% |
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