+3,027.2%
OMC vs ARWR
-97.0%
+3,124.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.4% |
| 30D | +1.1% | -0.7% | +1.8% | +1.1% |
| 3M | +10.4% | +14.9% | -4.5% | +10.4% |
| 6M | -1.7% | +32.6% | -34.3% | -1.7% |
| YTD | +4.4% | +30.0% | -25.6% | +4.4% |
| 1Y | +8.4% | +208.4% | -199.9% | +8.3% |
| 3Y | +14.4% | +208.8% | -194.4% | +14.2% |
| 5Y | +33.9% | +27.8% | +6.1% | +33.6% |
| 10Y | +34.9% | +1,107.6% | -1,072.7% | +35.1% |
| All | +3,027.2% | -97.0% | +3,124.2% | +3,269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling