+57.0%
OMC vs ARWR
+1,055.7%
-998.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.8% | -17.7% | +24.5% | +8.1% |
| 30D | +16.2% | -21.9% | +38.1% | +17.9% |
| 3M | +6.0% | -44.5% | +50.6% | +9.9% |
| 6M | +17.7% | -32.6% | +50.3% | +20.0% |
| YTD | +13.5% | -26.2% | +39.7% | +14.6% |
| 1Y | +27.2% | +23.0% | +4.2% | +23.3% |
| 3Y | +30.4% | +81.8% | -51.3% | +18.9% |
| 5Y | +53.5% | -36.0% | +89.5% | +45.3% |
| 10Y | +57.0% | +1,039.5% | -982.5% | +33.9% |
| All | +57.0% | +1,055.7% | -998.7% | +33.9% |
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