+46.2%
EXC vs OMC
+32.6%
+13.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | +1.2% | -5.8% | +7.0% | +2.0% |
| 30D | -2.7% | -4.8% | +2.1% | -2.1% |
| 3M | -1.0% | +9.2% | -10.2% | -2.2% |
| 6M | -9.3% | -2.5% | -6.8% | -9.2% |
| YTD | +3.6% | +2.6% | +1.1% | +2.9% |
| 1Y | +5.9% | +5.9% | 0.0% | +4.5% |
| 3Y | +21.3% | +14.2% | +7.1% | +16.2% |
| 5Y | +46.2% | +33.2% | +12.9% | +30.9% |
| All | +46.2% | +32.6% | +13.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling