+30.3%
O vs OMC
+12.9%
+17.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | -2.0% | -4.8% | +2.9% | -1.3% |
| 3M | +3.0% | +9.2% | -6.2% | +1.5% |
| 6M | -3.6% | -2.5% | -1.2% | -3.5% |
| YTD | +12.1% | +2.6% | +9.5% | +11.3% |
| 1Y | +8.9% | +5.9% | +2.9% | +7.2% |
| 3Y | +30.3% | +14.2% | +16.1% | +15.4% |
| All | +30.3% | +12.9% | +17.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling