+18,455.8%
COR vs OMC
+2,550.7%
+15,905.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | +1.6% | -2.7% | -1.5% |
| 30D | +7.6% | +15.3% | -7.7% | +3.8% |
| 3M | +5.0% | +4.5% | +0.5% | +3.6% |
| 6M | +35.3% | +20.8% | +14.5% | +28.2% |
| YTD | +4.2% | +13.5% | -9.3% | -0.4% |
| 1Y | -3.4% | +25.2% | -28.7% | -10.2% |
| 3Y | +81.1% | +30.5% | +50.7% | +62.8% |
| 5Y | +195.8% | +52.7% | +143.1% | +149.0% |
| 10Y | +493.6% | +55.2% | +438.4% | +382.9% |
| All | +18,455.8% | +2,550.7% | +15,905.1% | +8,674.9% |
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