+231.8%
OMC vs BG
+1,181.2%
-949.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -4.2% | +0.5% | -4.8% | -4.4% |
| 30D | -7.5% | +10.3% | -17.8% | -10.2% |
| 3M | +4.6% | -1.9% | +6.5% | +4.6% |
| 6M | -4.8% | +5.2% | -10.1% | -6.9% |
| YTD | -1.0% | +41.2% | -42.2% | -11.0% |
| 1Y | +3.8% | +50.5% | -46.7% | -8.7% |
| 3Y | +10.2% | +19.9% | -9.7% | +1.6% |
| 5Y | +29.7% | +86.7% | -57.0% | +2.8% |
| 10Y | +32.3% | +167.5% | -135.2% | -10.5% |
| All | +231.8% | +1,181.2% | -949.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling