-28.1%
BE vs OMC
+18.0%
-46.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -5.9% |
| 7D | +20.5% | -0.3% | +20.8% | +19.8% |
| 30D | -23.4% | +10.6% | -34.0% | -13.9% |
| 3M | -14.9% | +2.6% | -17.5% | -11.6% |
| 6M | -28.1% | +16.6% | -44.7% | -14.9% |
| All | -28.1% | +18.0% | -46.1% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling