+44.9%
C vs OMC
+9.8%
+35.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | +3.6% | -6.4% | +10.0% | +4.4% |
| 30D | +0.1% | +1.1% | -1.1% | -0.2% |
| 3M | +2.4% | +10.4% | -8.0% | +1.0% |
| 6M | +24.9% | -1.7% | +26.6% | +24.0% |
| YTD | +19.8% | +4.4% | +15.4% | +18.4% |
| 1Y | +44.9% | +8.4% | +36.4% | +42.7% |
| All | +44.9% | +9.8% | +35.1% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling