+1,163.5%
C vs OMC
+6,006.3%
-4,842.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.2% |
| 7D | +3.6% | -6.4% | +10.0% | +7.7% |
| 30D | +0.1% | +1.1% | -1.1% | -1.0% |
| 3M | +2.4% | +10.4% | -8.0% | -4.9% |
| 6M | +24.9% | -1.7% | +26.6% | +24.0% |
| YTD | +19.8% | +4.4% | +15.4% | +11.9% |
| 1Y | +44.9% | +8.4% | +36.4% | +30.6% |
| 3Y | +263.0% | +14.4% | +248.6% | +206.9% |
| 5Y | +129.5% | +33.9% | +95.7% | +69.7% |
| 10Y | +291.6% | +34.9% | +256.8% | +182.1% |
| All | +1,163.5% | +6,006.3% | -4,842.7% | +115.4% |
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 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