+17,451.9%
COR vs OMC
+2,339.0%
+15,112.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | +2.8% | -6.4% | +9.2% | +4.4% |
| 30D | +4.5% | +1.1% | +3.4% | +4.1% |
| 3M | +22.7% | +10.4% | +12.3% | +19.1% |
| 6M | -9.7% | -1.7% | -8.0% | -9.8% |
| YTD | -1.4% | +4.4% | -5.9% | -3.8% |
| 1Y | +13.9% | +8.4% | +5.5% | +9.8% |
| 3Y | +94.0% | +14.4% | +79.6% | +80.4% |
| 5Y | +184.0% | +33.9% | +150.1% | +147.4% |
| 10Y | +406.8% | +34.9% | +371.9% | +326.9% |
| All | +17,451.9% | +2,339.0% | +15,112.9% | +8,383.1% |
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