+48.3%
D vs OMC
+56.4%
-8.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | +6.8% | -4.4% | +0.9% |
| 30D | +10.9% | +16.2% | -5.2% | +7.2% |
| 3M | +2.8% | +6.0% | -3.2% | +1.3% |
| 6M | +12.7% | +17.7% | -5.0% | +8.0% |
| YTD | +20.3% | +13.5% | +6.9% | +15.5% |
| 1Y | +17.1% | +27.2% | -10.1% | +9.1% |
| 3Y | +75.1% | +30.4% | +44.7% | +59.4% |
| 5Y | +13.1% | +53.5% | -40.4% | -4.5% |
| 10Y | +48.3% | +57.0% | -8.7% | +13.9% |
| All | +48.3% | +56.4% | -8.2% | +13.9% |
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