+532.2%
BE vs OMC
+52.4%
+479.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.1% |
| 7D | +10.8% | +1.9% | +9.0% | +10.6% |
| 30D | -19.8% | +12.2% | -32.0% | -21.0% |
| 3M | -18.7% | +0.6% | -19.3% | -18.8% |
| 6M | -33.7% | +21.0% | -54.7% | -37.2% |
| YTD | +121.0% | +12.4% | +108.6% | +110.5% |
| 1Y | +85.4% | +25.4% | +60.0% | +67.0% |
| 3Y | +1,709.5% | +29.2% | +1,680.3% | +1,265.8% |
| All | +532.2% | +52.4% | +479.7% | +292.6% |
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