+2,453.0%
EXC vs OMC
+6,508.1%
-4,055.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -1.7% | +5.4% | -7.1% | -2.9% |
| 30D | +9.3% | +15.7% | -6.4% | +5.7% |
| 3M | +1.0% | +4.9% | -3.9% | -0.2% |
| 6M | +5.9% | +17.3% | -11.3% | +1.6% |
| YTD | +7.6% | +13.0% | -5.4% | +3.3% |
| 1Y | +2.4% | +24.1% | -21.7% | -3.9% |
| 3Y | +30.2% | +31.2% | -1.0% | +18.5% |
| 5Y | +41.4% | +53.4% | -12.0% | +21.7% |
| 10Y | +183.8% | +55.5% | +128.2% | +136.9% |
| All | +2,453.0% | +6,508.1% | -4,055.1% | +1,230.1% |
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 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