+31.1%
OMC vs BLDR
+383.3%
-352.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.1% |
| 7D | -4.4% | -8.2% | +3.9% | -2.5% |
| 30D | -7.6% | -16.6% | +9.0% | -3.8% |
| 3M | +4.5% | -23.2% | +27.7% | +10.1% |
| 6M | -0.3% | -33.7% | +33.5% | +8.1% |
| YTD | -0.1% | -41.3% | +41.2% | +10.5% |
| 1Y | +4.6% | -58.8% | +63.4% | +25.7% |
| 3Y | +10.5% | -57.5% | +67.9% | +26.4% |
| 5Y | +31.7% | +12.9% | +18.8% | +14.0% |
| All | +31.1% | +383.3% | -352.3% | -20.7% |
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