+2,446.2%
EXC vs OMC
+6,533.5%
-4,087.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.1% | +6.8% | -6.8% | -1.4% |
| 30D | +9.0% | +16.2% | -7.1% | +5.4% |
| 3M | +3.3% | +6.0% | -2.7% | +1.7% |
| 6M | +5.7% | +17.7% | -12.1% | +1.3% |
| YTD | +7.3% | +13.5% | -6.1% | +3.0% |
| 1Y | +2.9% | +27.2% | -24.3% | -4.0% |
| 3Y | +29.3% | +30.4% | -1.1% | +17.9% |
| 5Y | +40.1% | +53.5% | -13.5% | +20.6% |
| 10Y | +197.7% | +57.0% | +140.7% | +148.0% |
| All | +2,446.2% | +6,533.5% | -4,087.2% | +1,225.5% |
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