+216.0%
C vs OMC
+29.7%
+186.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.4% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | +2.0% | +12.2% | -10.2% | -1.3% |
| 3M | -10.1% | +0.6% | -10.7% | -10.5% |
| 6M | +1.0% | +21.0% | -20.0% | -5.2% |
| YTD | +8.5% | +12.4% | -3.9% | +3.8% |
| 1Y | +25.7% | +25.4% | +0.3% | +14.8% |
| 3Y | +216.0% | +29.2% | +186.8% | +168.8% |
| All | +216.0% | +29.7% | +186.3% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling