+668.0%
BE vs OMC
+74.5%
+593.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.4% |
| 7D | +10.8% | +1.9% | +9.0% | +10.2% |
| 30D | -19.8% | +12.2% | -32.0% | -23.5% |
| 3M | -18.7% | +0.6% | -19.3% | -19.6% |
| 6M | -33.7% | +21.0% | -54.7% | -40.8% |
| YTD | +121.0% | +12.4% | +108.6% | +98.1% |
| 1Y | +85.4% | +25.4% | +60.0% | +54.9% |
| 3Y | +1,709.5% | +29.2% | +1,680.3% | +1,253.0% |
| 5Y | +462.2% | +52.6% | +409.6% | +274.5% |
| All | +668.0% | +74.5% | +593.4% | +364.5% |
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