+232.9%
OMC vs A
+457.0%
-224.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.4% | -1.9% | -4.5% | -6.0% |
| 30D | +1.1% | +6.9% | -5.8% | -0.7% |
| 3M | +10.4% | +9.2% | +1.2% | +7.6% |
| 6M | -1.7% | +25.7% | -27.4% | -8.2% |
| YTD | +4.4% | +11.5% | -7.1% | +0.5% |
| 1Y | +8.4% | +18.4% | -9.9% | +2.4% |
| 3Y | +14.4% | +26.6% | -12.2% | +5.0% |
| 5Y | +33.9% | -12.8% | +46.7% | +33.0% |
| 10Y | +34.9% | +247.2% | -212.3% | -6.8% |
| All | +232.9% | +457.0% | -224.2% | +58.0% |
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