+337.5%
COP vs OMC
+35.0%
+302.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | +1.0% | -6.2% | +7.2% | +3.9% |
| 30D | +9.6% | -7.6% | +17.1% | +13.0% |
| 3M | +15.0% | +7.4% | +7.6% | +9.5% |
| 6M | +21.8% | +0.1% | +21.6% | +19.1% |
| YTD | +49.6% | +0.4% | +49.2% | +43.8% |
| 1Y | +49.9% | +7.8% | +42.1% | +37.7% |
| 3Y | +22.6% | +11.8% | +10.8% | +5.9% |
| 5Y | +193.6% | +32.5% | +161.2% | +113.2% |
| All | +337.5% | +35.0% | +302.6% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling