+43.8%
D vs OMC
+56.1%
-12.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +0.8% | +5.4% | -4.6% | -0.4% |
| 30D | +10.7% | +15.7% | -5.0% | +7.1% |
| 3M | +2.3% | +4.9% | -2.6% | +1.0% |
| 6M | +12.5% | +17.3% | -4.8% | +7.9% |
| YTD | +20.1% | +13.0% | +7.1% | +15.4% |
| 1Y | +15.6% | +24.1% | -8.5% | +8.3% |
| 3Y | +75.2% | +31.2% | +43.9% | +59.2% |
| 5Y | +14.6% | +53.4% | -38.8% | -3.3% |
| 10Y | +43.8% | +55.5% | -11.8% | +10.4% |
| All | +43.8% | +56.1% | -12.3% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling