+258.8%
OMC vs BLDR
+389.5%
-130.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.1% |
| 7D | -5.8% | -0.3% | -5.4% | -5.7% |
| 30D | -4.8% | -16.2% | +11.4% | -2.3% |
| 3M | +9.2% | -14.4% | +23.6% | +11.2% |
| 6M | -2.5% | -32.8% | +30.3% | +2.6% |
| YTD | +2.6% | -39.2% | +41.7% | +9.1% |
| 1Y | +5.9% | -57.7% | +63.6% | +18.8% |
| 3Y | +14.2% | -55.3% | +69.5% | +24.4% |
| 5Y | +33.2% | +15.6% | +17.6% | +23.8% |
| 10Y | +33.4% | +359.8% | -326.4% | -3.1% |
| All | +258.8% | +389.5% | -130.7% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling