+2,358.4%
D vs OMC
+6,508.1%
-4,149.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | +0.8% | +5.4% | -4.6% | -0.2% |
| 30D | +10.7% | +15.7% | -5.0% | +7.7% |
| 3M | +2.3% | +4.9% | -2.6% | +1.2% |
| 6M | +12.5% | +17.3% | -4.8% | +8.6% |
| YTD | +20.1% | +13.0% | +7.1% | +16.1% |
| 1Y | +15.6% | +24.1% | -8.5% | +9.6% |
| 3Y | +75.2% | +31.2% | +43.9% | +62.6% |
| 5Y | +14.6% | +53.4% | -38.8% | +1.6% |
| 10Y | +43.8% | +55.5% | -11.8% | +23.4% |
| All | +2,358.4% | +6,508.1% | -4,149.7% | +1,214.4% |
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