+53.9%
F vs OMC
+33.9%
+20.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +2.6% |
| 7D | +5.3% | -6.4% | +11.7% | +8.3% |
| 30D | +4.6% | +1.1% | +3.5% | +3.7% |
| 3M | -3.7% | +10.4% | -14.1% | -9.0% |
| 6M | +16.8% | -1.7% | +18.5% | +16.2% |
| YTD | +15.3% | +4.4% | +10.9% | +9.8% |
| 1Y | +31.0% | +8.4% | +22.6% | +20.6% |
| 3Y | +45.4% | +14.4% | +31.0% | +22.6% |
| All | +53.9% | +33.9% | +20.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling