+15.3%
O vs OMC
+29.1%
-13.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | -2.3% | -4.2% | +2.0% | -1.5% |
| 30D | -2.4% | -7.5% | +5.1% | -1.2% |
| 3M | -0.6% | +4.6% | -5.2% | -1.6% |
| 6M | -5.0% | -4.8% | -0.2% | -4.5% |
| YTD | +10.4% | -1.0% | +11.4% | +9.8% |
| 1Y | +6.6% | +3.8% | +2.7% | +4.7% |
| 3Y | +28.4% | +10.2% | +18.2% | +21.9% |
| 5Y | +15.3% | +29.7% | -14.4% | +1.1% |
| All | +15.3% | +29.1% | -13.8% | +1.1% |
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