+16.9%
D vs OMC
+24.4%
-7.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | +0.8% | +5.4% | -4.6% | +0.2% |
| 30D | +10.7% | +15.7% | -5.0% | +9.2% |
| 3M | +2.3% | +4.9% | -2.6% | +1.5% |
| 6M | +12.5% | +17.3% | -4.8% | +10.7% |
| YTD | +20.1% | +13.0% | +7.1% | +18.2% |
| All | +16.9% | +24.4% | -7.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling