+27.5%
OMC vs A
+63.6%
-36.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +10.6% | +0.8% | +9.8% | +10.2% |
| 3M | +2.6% | +16.9% | -14.3% | -2.2% |
| 6M | +16.6% | +53.8% | -37.2% | +1.5% |
| YTD | +10.9% | +28.1% | -17.2% | +2.5% |
| 1Y | +22.1% | +15.0% | +7.0% | +17.1% |
| All | +27.5% | +63.6% | -36.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling