+46.8%
IR vs OMC
+53.7%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.7% |
| 7D | +5.0% | +5.4% | -0.4% | +2.7% |
| 30D | +10.3% | +15.7% | -5.4% | +3.5% |
| 3M | -0.1% | +4.9% | -5.0% | -2.6% |
| 6M | +14.8% | +17.3% | -2.5% | +5.9% |
| YTD | +9.7% | +13.0% | -3.3% | +1.6% |
| 1Y | +12.2% | +24.1% | -11.9% | -1.6% |
| 3Y | +30.0% | +31.2% | -1.2% | +6.1% |
| 5Y | +46.8% | +53.4% | -6.5% | +9.7% |
| All | +46.8% | +53.7% | -6.9% | +9.7% |
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