+2,271.9%
D vs OMC
+6,006.3%
-3,734.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | +0.4% | -6.4% | +6.9% | +1.7% |
| 30D | -3.6% | +1.1% | -4.7% | -3.8% |
| 3M | -1.0% | +10.4% | -11.4% | -3.1% |
| 6M | +6.3% | -1.7% | +8.0% | +6.1% |
| YTD | +14.7% | +4.4% | +10.3% | +12.6% |
| 1Y | +16.9% | +8.4% | +8.5% | +13.7% |
| 3Y | +56.8% | +14.4% | +42.4% | +49.5% |
| 5Y | +5.2% | +33.9% | -28.7% | -4.4% |
| 10Y | +35.9% | +34.9% | +1.0% | +19.7% |
| All | +2,271.9% | +6,006.3% | -3,734.4% | +1,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling