+15.3%
D vs OMC
+2.6%
+12.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.4% |
| 7D | -0.4% | -4.2% | +3.8% | -0.1% |
| 30D | -2.1% | -7.5% | +5.4% | -1.5% |
| 3M | -0.7% | +4.6% | -5.4% | -1.2% |
| 6M | +5.6% | -4.8% | +10.4% | +5.6% |
| YTD | +14.6% | -1.0% | +15.6% | +14.6% |
| 1Y | +15.3% | +3.8% | +11.5% | +15.3% |
| All | +15.3% | +2.6% | +12.7% | +15.3% |
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