+208.8%
C vs OMC
+56.4%
+152.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -0.4% | +6.8% | -7.2% | -4.1% |
| 30D | -5.2% | +16.2% | -21.3% | -13.2% |
| 3M | -9.1% | +6.0% | -15.1% | -12.8% |
| 6M | -1.6% | +17.7% | -19.3% | -12.3% |
| YTD | +6.9% | +13.5% | -6.5% | -4.7% |
| 1Y | +23.0% | +27.2% | -4.2% | +1.2% |
| 3Y | +216.1% | +30.4% | +185.7% | +144.1% |
| 5Y | +112.2% | +53.5% | +58.7% | +38.0% |
| 10Y | +208.8% | +57.0% | +151.8% | +84.5% |
| All | +208.8% | +56.4% | +152.4% | +84.5% |
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