+29.7%
OMC vs BEN
+40.0%
-10.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -4.2% | +3.4% | -7.6% | -5.4% |
| 30D | -7.5% | +1.8% | -9.3% | -8.2% |
| 3M | +4.6% | +8.4% | -3.7% | +1.3% |
| 6M | -4.8% | +35.6% | -40.5% | -15.7% |
| YTD | -1.0% | +46.4% | -47.4% | -15.1% |
| 1Y | +3.8% | +46.3% | -42.5% | -11.2% |
| 3Y | +10.2% | +54.6% | -44.4% | -10.3% |
| 5Y | +29.7% | +39.4% | -9.7% | +4.7% |
| All | +29.7% | +40.0% | -10.2% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling