+55.5%
OMC vs ALLE
+233.6%
-178.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.7% |
| 30D | +15.7% | +26.6% | -10.9% | +2.5% |
| 3M | +4.9% | +13.2% | -8.3% | -1.8% |
| 6M | +17.3% | +42.9% | -25.6% | -3.3% |
| YTD | +13.0% | +21.0% | -8.0% | +0.6% |
| 1Y | +24.1% | +15.2% | +8.9% | +13.4% |
| 3Y | +31.2% | +95.6% | -64.4% | -11.3% |
| 5Y | +53.4% | +53.4% | -0.1% | +15.4% |
| 10Y | +55.5% | +221.5% | -165.9% | -10.9% |
| All | +55.5% | +233.6% | -178.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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