+1,784.6%
BE vs OMC
+12.9%
+1,771.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.2% |
| 7D | +29.8% | -5.8% | +35.5% | +27.9% |
| 30D | +26.4% | -4.8% | +31.2% | +25.0% |
| 3M | +9.3% | +9.2% | +0.1% | +11.6% |
| 6M | +105.1% | -2.5% | +107.5% | +107.7% |
| YTD | +219.0% | +2.6% | +216.5% | +225.0% |
| 1Y | +418.8% | +5.9% | +412.8% | +429.4% |
| 3Y | +1,784.6% | +14.2% | +1,770.4% | +1,085.5% |
| All | +1,784.6% | +12.9% | +1,771.7% | +1,085.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling