+67.3%
F vs OMC
+53.0%
+14.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -3.1% | +1.9% | -5.0% | -4.0% |
| 30D | 0.0% | +12.2% | -12.2% | -5.9% |
| 3M | -13.2% | +0.6% | -13.8% | -13.8% |
| 6M | -10.2% | +21.0% | -31.2% | -20.2% |
| YTD | -4.9% | +12.4% | -17.3% | -13.9% |
| 1Y | -6.1% | +25.4% | -31.5% | -20.6% |
| 3Y | +46.0% | +29.2% | +16.8% | +16.3% |
| 5Y | -15.7% | +52.6% | -68.3% | -39.8% |
| All | +67.3% | +53.0% | +14.3% | +10.9% |
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 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