+31.1%
OMC vs BG
+166.7%
-135.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -4.4% | +3.1% | -7.5% | -5.2% |
| 30D | -7.6% | +10.2% | -17.8% | -10.3% |
| 3M | +4.5% | -1.7% | +6.2% | +4.5% |
| 6M | -0.3% | +1.0% | -1.2% | -1.3% |
| YTD | -0.1% | +39.9% | -40.0% | -10.3% |
| 1Y | +4.6% | +53.2% | -48.6% | -8.8% |
| 3Y | +10.5% | +16.3% | -5.8% | +2.5% |
| 5Y | +31.7% | +83.9% | -52.1% | +2.2% |
| All | +31.1% | +166.7% | -135.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling