+52.4%
OMC vs BEN
+28.2%
+24.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +1.9% | +6.8% | -4.9% | -0.7% |
| 30D | +12.2% | +18.0% | -5.8% | +5.1% |
| 3M | +0.6% | +7.5% | -6.9% | -2.4% |
| 6M | +21.0% | +14.7% | +6.3% | +14.1% |
| YTD | +12.4% | +56.1% | -43.7% | -6.8% |
| 1Y | +25.4% | +69.6% | -44.2% | +0.5% |
| 3Y | +29.2% | +87.7% | -58.5% | -4.0% |
| All | +52.4% | +28.2% | +24.1% | +29.4% |
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