+196.7%
EXC vs OMC
+53.0%
+143.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | +8.6% | +12.2% | -3.6% | +5.1% |
| 3M | +2.4% | +0.6% | +1.8% | +2.0% |
| 6M | +6.5% | +21.0% | -14.5% | +0.3% |
| YTD | +9.0% | +12.4% | -3.3% | +4.0% |
| 1Y | +4.6% | +25.4% | -20.8% | -3.7% |
| 3Y | +33.5% | +29.2% | +4.3% | +17.9% |
| 5Y | +41.4% | +52.6% | -11.2% | +12.6% |
| All | +196.7% | +53.0% | +143.7% | +113.1% |
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