+50.2%
OMC vs BLDR
+479.0%
-428.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.9% | -3.0% | +4.8% | +2.5% |
| 30D | +12.2% | +20.1% | -7.9% | +7.1% |
| 3M | +0.6% | -17.5% | +18.1% | +4.6% |
| 6M | +21.0% | -16.1% | +37.1% | +24.1% |
| YTD | +12.4% | -41.0% | +53.4% | +23.7% |
| 1Y | +25.4% | -41.6% | +67.0% | +38.0% |
| 3Y | +29.2% | -50.8% | +80.0% | +42.6% |
| 5Y | +52.6% | -10.8% | +63.4% | +39.1% |
| All | +50.2% | +479.0% | -428.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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