+68.0%
COST vs OMC
+11.1%
+57.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.5% | -6.2% | +3.7% | -1.9% |
| 30D | -4.4% | -7.6% | +3.1% | -3.7% |
| 3M | -8.1% | +7.4% | -15.5% | -8.7% |
| 6M | -9.2% | +0.1% | -9.4% | -9.3% |
| YTD | +5.1% | +0.4% | +4.7% | +5.2% |
| 1Y | -5.1% | +7.8% | -12.9% | -6.1% |
| All | +68.0% | +11.1% | +57.0% | +60.0% |
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