+1,227.8%
BE vs OMC
+29.1%
+1,198.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.3% |
| 7D | +23.9% | -4.2% | +28.2% | +24.7% |
| 30D | +27.8% | -7.5% | +35.3% | +29.2% |
| 3M | +3.7% | +4.6% | -0.9% | +0.7% |
| 6M | +78.0% | -4.8% | +82.8% | +77.1% |
| YTD | +209.9% | -1.0% | +210.9% | +200.5% |
| 1Y | +389.6% | +3.8% | +385.8% | +356.0% |
| 3Y | +1,730.6% | +10.2% | +1,720.4% | +1,354.9% |
| 5Y | +1,227.8% | +29.7% | +1,198.1% | +775.5% |
| All | +1,227.8% | +29.1% | +1,198.8% | +775.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling