+405.6%
OMC vs BB
+258.8%
+146.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -6.4% | -5.6% | -0.8% | -5.8% |
| 30D | +1.1% | -11.8% | +12.9% | +2.5% |
| 3M | +10.4% | -25.5% | +35.9% | +13.1% |
| 6M | -1.7% | +121.3% | -123.0% | -12.0% |
| YTD | +4.4% | +103.2% | -98.7% | -5.5% |
| 1Y | +8.4% | +102.6% | -94.2% | -2.4% |
| 3Y | +14.4% | +37.5% | -23.1% | +3.6% |
| 5Y | +33.9% | -30.4% | +64.3% | +27.8% |
| 10Y | +34.9% | 0.0% | +34.9% | +9.7% |
| All | +405.6% | +258.8% | +146.8% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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