-15.8%
F vs OMC
+49.2%
-65.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +1.6% | +6.3% | -4.7% | -1.3% |
| 30D | +2.6% | +15.4% | -12.7% | -4.0% |
| 3M | -8.8% | +5.8% | -14.6% | -11.5% |
| 6M | +4.6% | +14.7% | -10.0% | -3.5% |
| YTD | -1.9% | +10.3% | -12.2% | -9.0% |
| 1Y | -0.8% | +23.2% | -24.0% | -14.3% |
| 3Y | +43.5% | +24.6% | +18.9% | +14.5% |
| All | -15.8% | +49.2% | -65.0% | -46.0% |
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