+5,947.5%
OMC vs BN
+15,251.3%
-9,303.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.4% | -2.5% | -3.9% | -5.6% |
| 30D | +1.1% | -9.5% | +10.6% | +4.6% |
| 3M | +10.4% | -10.4% | +20.8% | +14.6% |
| 6M | -1.7% | -6.4% | +4.7% | 0.0% |
| YTD | +4.4% | -11.9% | +16.3% | +8.2% |
| 1Y | +8.4% | -8.6% | +17.1% | +10.6% |
| 3Y | +14.4% | +77.6% | -63.2% | -8.8% |
| 5Y | +33.9% | +37.0% | -3.2% | +14.2% |
| 10Y | +34.9% | +266.4% | -231.5% | -17.4% |
| All | +5,947.5% | +15,251.3% | -9,303.8% | +1,513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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