+5,387.7%
O vs OMC
+2,520.0%
+2,867.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -0.7% | -6.4% | +5.7% | +1.2% |
| 30D | -1.9% | +1.1% | -3.0% | -2.4% |
| 3M | +3.8% | +10.4% | -6.6% | +0.3% |
| 6M | -4.7% | -1.7% | -3.0% | -5.0% |
| YTD | +12.5% | +4.4% | +8.0% | +9.1% |
| 1Y | +10.8% | +8.4% | +2.4% | +5.8% |
| 3Y | +28.8% | +14.4% | +14.4% | +18.6% |
| 5Y | +13.2% | +33.9% | -20.7% | -3.3% |
| 10Y | +53.5% | +34.9% | +18.6% | +26.1% |
| All | +5,387.7% | +2,520.0% | +2,867.7% | +2,225.8% |
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