+40.9%
D vs OMC
+34.5%
+6.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +0.8% | -5.8% | +6.5% | +2.1% |
| 30D | -0.7% | -4.8% | +4.1% | +0.3% |
| 3M | +2.1% | +9.2% | -7.1% | -0.4% |
| 6M | +6.8% | -2.5% | +9.3% | +6.8% |
| YTD | +16.5% | +2.6% | +14.0% | +14.5% |
| 1Y | +19.2% | +5.9% | +13.2% | +15.8% |
| 3Y | +61.9% | +14.2% | +47.7% | +51.9% |
| 5Y | +6.5% | +33.2% | -26.7% | -7.1% |
| All | +40.9% | +34.5% | +6.3% | +11.7% |
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