+5.9%
OMC vs ALLE
-8.3%
+14.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.8% | +2.8% | -8.5% | -6.4% |
| 30D | -4.8% | -7.6% | +2.8% | -2.9% |
| 3M | +9.2% | +22.8% | -13.5% | +4.2% |
| 6M | -2.5% | +4.6% | -7.1% | -3.0% |
| YTD | +2.6% | -1.2% | +3.8% | +1.9% |
| 1Y | +5.9% | -9.1% | +15.1% | +9.0% |
| All | +5.9% | -8.3% | +14.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling