+4,518.6%
COP vs OMC
+5,896.1%
-1,377.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -0.8% | -5.8% | +4.9% | +1.1% |
| 30D | +15.6% | -4.8% | +20.4% | +17.2% |
| 3M | +14.3% | +9.2% | +5.1% | +9.8% |
| 6M | +17.0% | -2.5% | +19.5% | +16.4% |
| YTD | +47.4% | +2.6% | +44.9% | +42.4% |
| 1Y | +52.4% | +5.9% | +46.5% | +44.8% |
| 3Y | +20.8% | +14.2% | +6.6% | +9.9% |
| 5Y | +191.7% | +33.2% | +158.4% | +145.0% |
| 10Y | +325.1% | +33.4% | +291.7% | +253.5% |
| All | +4,518.6% | +5,896.1% | -1,377.5% | +1,699.9% |
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 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