-5.0%
IBM vs OMC
+2.6%
-7.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.7% |
| 7D | +3.6% | -4.2% | +7.8% | +5.1% |
| 30D | +1.5% | -7.5% | +9.0% | +4.4% |
| 3M | -12.9% | +4.6% | -17.5% | -14.0% |
| 6M | -3.9% | -4.8% | +0.9% | -3.3% |
| YTD | -17.3% | -1.0% | -16.3% | -17.5% |
| 1Y | -5.0% | +3.8% | -8.8% | -5.2% |
| All | -5.0% | +2.6% | -7.6% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling