+14.2%
OMC vs BEN
+56.8%
-42.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.8% | +4.7% | -10.4% | -7.2% |
| 30D | -4.8% | +2.6% | -7.4% | -5.7% |
| 3M | +9.2% | +11.5% | -2.3% | +5.1% |
| 6M | -2.5% | +35.3% | -37.8% | -12.5% |
| YTD | +2.6% | +48.6% | -46.1% | -11.1% |
| 1Y | +5.9% | +46.7% | -40.7% | -8.0% |
| 3Y | +14.2% | +57.0% | -42.8% | -5.6% |
| All | +14.2% | +56.8% | -42.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling