+107.7%
COST vs OMC
+30.5%
+77.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -1.2% | -4.4% | +3.2% | -0.4% |
| 30D | -4.7% | -7.6% | +2.9% | -3.4% |
| 3M | -7.1% | +4.5% | -11.6% | -8.0% |
| 6M | -8.5% | -0.3% | -8.3% | -8.8% |
| YTD | +5.4% | -0.1% | +5.5% | +4.8% |
| 1Y | -5.6% | +4.6% | -10.3% | -7.3% |
| 3Y | +68.5% | +10.5% | +58.0% | +59.3% |
| All | +107.7% | +30.5% | +77.2% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling