+336.0%
IR vs OMC
+47.1%
+288.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +2.5% | +1.9% | +0.7% | +1.6% |
| 30D | +9.2% | +12.2% | -3.0% | +3.0% |
| 3M | +0.9% | +0.6% | +0.4% | +0.1% |
| 6M | +19.2% | +21.0% | -1.8% | +7.2% |
| YTD | +7.5% | +12.4% | -4.9% | -1.7% |
| 1Y | +11.7% | +25.4% | -13.7% | -4.0% |
| 3Y | +23.9% | +29.2% | -5.3% | +2.0% |
| 5Y | +46.4% | +52.6% | -6.2% | +8.0% |
| All | +336.0% | +47.1% | +288.9% | +203.1% |
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 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