+9.7%
O vs OMC
+24.0%
-14.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -0.4% | +1.9% | -2.2% | -0.6% |
| 30D | +7.1% | +12.2% | -5.1% | +6.0% |
| 3M | -5.2% | +0.6% | -5.8% | -5.6% |
| 6M | -1.8% | +21.0% | -22.8% | -2.9% |
| YTD | +9.1% | +12.4% | -3.3% | +8.2% |
| 1Y | +9.7% | +25.4% | -15.7% | +8.4% |
| All | +9.7% | +24.0% | -14.3% | +8.4% |
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