+60.7%
COP vs OMC
+24.5%
+36.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.2% | -10.4% | -4.9% |
| 7D | -8.1% | +12.5% | -20.7% | -7.8% |
| 30D | +6.7% | +16.3% | -9.6% | +7.2% |
| 3M | +16.9% | +8.1% | +8.8% | +17.1% |
| 6M | +11.2% | +17.2% | -6.0% | +11.1% |
| YTD | +49.5% | +11.8% | +37.8% | +50.5% |
| 1Y | +60.7% | +23.9% | +36.8% | +58.9% |
| All | +60.7% | +24.5% | +36.2% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling