+998.2%
C vs OMC
+6,349.1%
-5,350.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -2.4% | +6.3% | -8.7% | -6.0% |
| 30D | -6.0% | +15.4% | -21.3% | -14.2% |
| 3M | -10.5% | +5.8% | -16.3% | -14.4% |
| 6M | -5.7% | +14.7% | -20.4% | -15.2% |
| YTD | +4.1% | +10.3% | -6.2% | -6.5% |
| 1Y | +20.5% | +23.2% | -2.8% | +0.2% |
| 3Y | +208.1% | +24.6% | +183.5% | +145.7% |
| 5Y | +110.4% | +50.1% | +60.3% | +44.0% |
| 10Y | +234.6% | +54.3% | +180.3% | +120.7% |
| All | +998.2% | +6,349.1% | -5,350.8% | +80.0% |
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