+4,766.3%
COP vs OMC
+6,469.3%
-1,703.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +4.4% | +1.9% | +2.5% | +3.7% |
| 30D | 0.0% | +12.2% | -12.2% | -4.3% |
| 3M | +15.0% | +0.6% | +14.4% | +14.1% |
| 6M | +22.0% | +21.0% | +1.0% | +12.4% |
| YTD | +55.3% | +12.4% | +43.0% | +44.8% |
| 1Y | +64.1% | +25.4% | +38.7% | +46.9% |
| 3Y | +34.1% | +29.2% | +4.9% | +16.4% |
| 5Y | +133.4% | +52.6% | +80.8% | +86.3% |
| 10Y | +338.6% | +53.6% | +285.0% | +246.9% |
| All | +4,766.3% | +6,469.3% | -1,703.0% | +1,730.2% |
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