+11,573.1%
COST vs OMC
+5,687.0%
+5,886.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | -2.8% | -4.2% | +1.4% | -1.6% |
| 30D | -5.3% | -7.5% | +2.2% | -3.1% |
| 3M | -6.7% | +4.6% | -11.3% | -8.4% |
| 6M | -9.9% | -4.8% | -5.1% | -9.3% |
| YTD | +5.1% | -1.0% | +6.2% | +3.5% |
| 1Y | -7.3% | +3.8% | -11.1% | -10.5% |
| 3Y | +70.4% | +10.2% | +60.2% | +58.0% |
| 5Y | +104.4% | +29.7% | +74.7% | +76.2% |
| 10Y | +609.0% | +32.3% | +576.7% | +471.8% |
| All | +11,573.1% | +5,687.0% | +5,886.2% | +2,790.0% |
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 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