-3.5%
IR vs OMC
+9.8%
-13.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -2.8% | -6.4% | +3.6% | -2.2% |
| 30D | -15.1% | +1.1% | -16.2% | -15.3% |
| 3M | +6.1% | +10.4% | -4.3% | +5.3% |
| 6M | -16.8% | -1.7% | -15.1% | -17.1% |
| YTD | -3.5% | +4.4% | -8.0% | -3.3% |
| 1Y | -3.5% | +8.4% | -11.9% | -5.1% |
| All | -3.5% | +9.8% | -13.2% | -5.1% |
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