+911.5%
BE vs OMC
+62.2%
+849.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.8% | +8.3% |
| 7D | +20.0% | -6.4% | +26.4% | +22.8% |
| 30D | +7.9% | +1.1% | +6.8% | +7.0% |
| 3M | -13.2% | +10.4% | -23.6% | -18.9% |
| 6M | +53.5% | -1.7% | +55.2% | +50.0% |
| YTD | +191.0% | +4.4% | +186.6% | +170.0% |
| 1Y | +360.5% | +8.4% | +352.1% | +308.4% |
| 3Y | +1,568.0% | +14.4% | +1,553.6% | +1,237.5% |
| 5Y | +1,055.2% | +33.9% | +1,021.3% | +725.6% |
| All | +911.5% | +62.2% | +849.2% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling