+20.8%
COP vs OMC
+12.9%
+7.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -0.8% | -5.8% | +4.9% | +0.1% |
| 30D | +15.6% | -4.8% | +20.4% | +16.4% |
| 3M | +14.3% | +9.2% | +5.1% | +11.6% |
| 6M | +17.0% | -2.5% | +19.5% | +17.0% |
| YTD | +47.4% | +2.6% | +44.9% | +45.2% |
| 1Y | +52.4% | +5.9% | +46.5% | +48.1% |
| 3Y | +20.8% | +14.2% | +6.6% | +6.6% |
| All | +20.8% | +12.9% | +7.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling