+286.5%
C vs OMC
+32.3%
+254.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +3.2% | -5.8% | +8.9% | +6.5% |
| 30D | +1.3% | -4.8% | +6.1% | +3.8% |
| 3M | +3.1% | +9.2% | -6.1% | -3.3% |
| 6M | +29.6% | -2.5% | +32.1% | +29.4% |
| YTD | +19.0% | +2.6% | +16.4% | +12.9% |
| 1Y | +45.6% | +5.9% | +39.7% | +33.8% |
| 3Y | +269.3% | +14.2% | +255.1% | +210.4% |
| 5Y | +131.6% | +33.2% | +98.3% | +65.3% |
| 10Y | +286.5% | +33.4% | +253.1% | +152.4% |
| All | +286.5% | +32.3% | +254.3% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling