+25.4%
OMC vs BEN
+65.1%
-39.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +6.8% | -4.9% | 0.0% |
| 30D | +12.2% | +18.0% | -5.8% | +7.2% |
| 3M | +0.6% | +7.5% | -6.9% | -1.6% |
| 6M | +21.0% | +14.7% | +6.3% | +16.1% |
| YTD | +12.4% | +56.1% | -43.7% | +1.8% |
| 1Y | +25.4% | +69.6% | -44.2% | +13.9% |
| All | +25.4% | +65.1% | -39.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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