+50.2%
OMC vs ARWR
+1,024.2%
-974.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.9% | -17.8% | +19.7% | +3.1% |
| 30D | +12.2% | -18.1% | +30.3% | +13.5% |
| 3M | +0.6% | -44.2% | +44.8% | +4.3% |
| 6M | +21.0% | -38.6% | +59.7% | +24.2% |
| YTD | +12.4% | -28.0% | +40.4% | +13.7% |
| 1Y | +25.4% | +16.1% | +9.3% | +22.1% |
| 3Y | +29.2% | +84.0% | -54.8% | +17.7% |
| 5Y | +52.6% | -35.4% | +88.0% | +44.4% |
| All | +50.2% | +1,024.2% | -974.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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