+1,025.2%
C vs OMC
+6,508.1%
-5,482.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.0% |
| 7D | -0.9% | +5.4% | -6.3% | -4.1% |
| 30D | -5.4% | +15.7% | -21.1% | -13.8% |
| 3M | -9.2% | +4.9% | -14.0% | -12.6% |
| 6M | -1.8% | +17.3% | -19.1% | -12.9% |
| YTD | +6.7% | +13.0% | -6.3% | -5.6% |
| 1Y | +23.5% | +24.1% | -0.6% | +2.4% |
| 3Y | +219.8% | +31.2% | +188.6% | +146.9% |
| 5Y | +112.4% | +53.4% | +59.1% | +43.5% |
| 10Y | +220.1% | +55.5% | +164.5% | +110.1% |
| All | +1,025.2% | +6,508.1% | -5,482.9% | +81.7% |
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