+34,839.7%
LOW vs OMC
+5,896.1%
+28,943.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +0.4% | -5.8% | +6.1% | +2.8% |
| 30D | -10.1% | -4.8% | -5.3% | -8.3% |
| 3M | -2.9% | +9.2% | -12.1% | -6.9% |
| 6M | -19.4% | -2.5% | -16.9% | -19.2% |
| YTD | -15.4% | +2.6% | -18.0% | -18.3% |
| 1Y | -24.9% | +5.9% | -30.9% | -29.0% |
| 3Y | -7.8% | +14.2% | -22.0% | -17.1% |
| 5Y | +8.4% | +33.2% | -24.9% | -11.0% |
| 10Y | +226.8% | +33.4% | +193.4% | +154.0% |
| All | +34,839.7% | +5,896.1% | +28,943.6% | +7,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling