+2,340.5%
EXC vs OMC
+6,006.3%
-3,665.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | +0.3% | -6.4% | +6.7% | +1.7% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | -1.3% | +10.4% | -11.7% | -3.8% |
| 6M | -9.7% | -1.7% | -8.0% | -9.8% |
| YTD | +2.9% | +4.4% | -1.5% | +0.7% |
| 1Y | +4.4% | +8.4% | -4.1% | +0.9% |
| 3Y | +22.2% | +14.4% | +7.8% | +14.8% |
| 5Y | +46.7% | +33.9% | +12.8% | +30.4% |
| 10Y | +155.3% | +34.9% | +120.5% | +120.1% |
| All | +2,340.5% | +6,006.3% | -3,665.7% | +1,195.8% |
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