+253.5%
OMC vs A
+539.8%
-286.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | +2.6% | +16.9% | -14.3% | -1.9% |
| 6M | +16.6% | +53.8% | -37.2% | +3.2% |
| YTD | +10.9% | +28.1% | -17.2% | +2.6% |
| 1Y | +22.1% | +15.0% | +7.0% | +16.1% |
| 3Y | +27.5% | +63.1% | -35.6% | +9.4% |
| 5Y | +50.6% | +11.5% | +39.2% | +40.2% |
| 10Y | +51.7% | +303.2% | -251.5% | +0.6% |
| All | +253.5% | +539.8% | -286.3% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling