+55.5%
OMC vs ALK
-37.5%
+93.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.4% |
| 7D | +5.4% | +8.9% | -3.5% | +2.6% |
| 30D | +15.7% | +5.9% | +9.8% | +13.4% |
| 3M | +4.9% | -16.5% | +21.4% | +9.9% |
| 6M | +17.3% | +2.1% | +15.2% | +14.3% |
| YTD | +13.0% | -17.1% | +30.1% | +14.5% |
| 1Y | +24.1% | -2.9% | +27.0% | +18.9% |
| 3Y | +31.2% | +24.5% | +6.7% | +6.9% |
| 5Y | +53.4% | -29.1% | +82.5% | +49.2% |
| 10Y | +55.5% | -39.1% | +94.7% | +33.6% |
| All | +55.5% | -37.5% | +93.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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