+31.8%
OMC vs A
+247.2%
-215.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -6.2% | -4.6% | -1.7% | -4.7% |
| 30D | -7.6% | -4.3% | -3.3% | -6.3% |
| 3M | +7.4% | +8.9% | -1.6% | +3.9% |
| 6M | +0.1% | +24.5% | -24.4% | -8.4% |
| YTD | +0.4% | +5.8% | -5.4% | -2.8% |
| 1Y | +7.8% | +16.2% | -8.5% | +0.2% |
| 3Y | +11.8% | +28.5% | -16.6% | -1.8% |
| 5Y | +32.5% | -16.3% | +48.8% | +33.3% |
| All | +31.8% | +247.2% | -215.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling