+6,406.1%
OMC vs BN
+15,531.3%
-9,125.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +12.2% | +14.0% | -1.8% | +7.3% |
| 3M | +0.6% | -9.0% | +9.6% | +3.8% |
| 6M | +21.0% | -8.8% | +29.8% | +24.5% |
| YTD | +12.4% | -10.3% | +22.6% | +15.7% |
| 1Y | +25.4% | -5.8% | +31.2% | +26.8% |
| 3Y | +29.2% | +94.8% | -65.6% | +0.1% |
| 5Y | +52.6% | +31.5% | +21.1% | +32.1% |
| 10Y | +53.6% | +291.9% | -238.3% | -7.9% |
| All | +6,406.1% | +15,531.3% | -9,125.2% | +1,624.5% |
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