+2.3%
OMC vs BIYA
-99.8%
+102.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -4.4% | -1.8% | -2.6% | -4.4% |
| 30D | -7.6% | -17.5% | +9.9% | -7.5% |
| 3M | +4.5% | -78.0% | +82.5% | +4.9% |
| 6M | -0.3% | -89.5% | +89.2% | -0.2% |
| YTD | -0.1% | -94.3% | +94.1% | +0.3% |
| 1Y | +4.6% | -98.6% | +103.2% | +7.3% |
| All | +2.3% | -99.8% | +102.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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