+1,003.0%
BE vs OMC
+55.1%
+947.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.2% | +6.9% |
| 7D | +9.0% | -4.4% | +13.4% | +10.8% |
| 30D | +16.3% | -7.6% | +23.9% | +19.3% |
| 3M | +10.8% | +4.5% | +6.3% | +5.5% |
| 6M | +73.2% | -0.3% | +73.5% | +67.5% |
| YTD | +217.4% | -0.1% | +217.5% | +199.0% |
| 1Y | +309.8% | +4.6% | +305.2% | +267.6% |
| 3Y | +1,726.2% | +10.5% | +1,715.7% | +1,377.1% |
| 5Y | +1,306.2% | +31.7% | +1,274.5% | +902.0% |
| All | +1,003.0% | +55.1% | +947.9% | +601.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling