+10.2%
O vs OMC
+53.9%
-43.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +9.4% | +15.3% | -5.9% | +6.6% |
| 3M | -2.4% | +4.5% | -6.9% | -3.3% |
| 6M | -1.9% | +20.8% | -22.6% | -5.6% |
| YTD | +10.5% | +13.5% | -3.1% | +7.1% |
| 1Y | +10.0% | +25.2% | -15.3% | +4.2% |
| 3Y | +40.5% | +30.5% | +10.0% | +28.9% |
| 5Y | +10.2% | +52.7% | -42.5% | -8.3% |
| All | +10.2% | +53.9% | -43.7% | -8.3% |
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 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