+86.4%
F vs OMC
+32.3%
+54.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.3% |
| 7D | +1.2% | -5.8% | +6.9% | +4.1% |
| 30D | +1.2% | -4.8% | +6.0% | +3.6% |
| 3M | -5.7% | +9.2% | -14.9% | -11.1% |
| 6M | +17.9% | -2.5% | +20.4% | +17.3% |
| YTD | +10.4% | +2.6% | +7.8% | +4.9% |
| 1Y | +25.3% | +5.9% | +19.4% | +15.6% |
| 3Y | +37.5% | +14.2% | +23.3% | +17.3% |
| 5Y | +46.5% | +33.2% | +13.3% | +12.4% |
| 10Y | +86.4% | +33.4% | +53.0% | +31.5% |
| All | +86.4% | +32.3% | +54.1% | +31.5% |
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 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