+4.6%
OMC vs A
+18.0%
-13.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -0.8% |
| 7D | -4.4% | -2.6% | -1.8% | -4.1% |
| 30D | -7.6% | -0.9% | -6.7% | -7.6% |
| 3M | +4.5% | +13.6% | -9.1% | +3.2% |
| 6M | -0.3% | +27.8% | -28.1% | -3.2% |
| YTD | -0.1% | +8.6% | -8.8% | -1.1% |
| 1Y | +4.6% | +16.9% | -12.2% | +6.7% |
| All | +4.6% | +18.0% | -13.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling