+11.1%
OMC vs BLDR
-58.1%
+69.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.3% |
| 7D | -6.2% | -8.1% | +1.9% | -4.7% |
| 30D | -7.6% | -21.5% | +13.9% | -3.1% |
| 3M | +7.4% | -21.0% | +28.4% | +11.7% |
| 6M | +0.1% | -37.1% | +37.2% | +8.7% |
| YTD | +0.4% | -42.7% | +43.1% | +10.3% |
| 1Y | +7.8% | -58.0% | +65.7% | +27.1% |
| All | +11.1% | -58.1% | +69.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling