+72.2%
F vs OMC
+56.4%
+15.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -0.2% | +6.8% | -7.1% | -3.6% |
| 30D | +0.9% | +16.2% | -15.3% | -6.7% |
| 3M | -11.3% | +6.0% | -17.4% | -14.3% |
| 6M | +2.0% | +17.7% | -15.7% | -8.1% |
| YTD | -3.2% | +13.5% | -16.6% | -12.8% |
| 1Y | -3.5% | +27.2% | -30.7% | -19.0% |
| 3Y | +48.1% | +30.4% | +17.7% | +17.5% |
| 5Y | -13.5% | +53.5% | -67.0% | -38.3% |
| 10Y | +72.2% | +57.0% | +15.2% | +13.1% |
| All | +72.2% | +56.4% | +15.7% | +13.1% |
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