+30.2%
OMC vs BNS
+94.7%
-64.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -7.6% | +3.5% | -11.1% | -9.3% |
| 3M | +4.5% | +14.1% | -9.5% | -2.5% |
| 6M | -0.3% | +33.8% | -34.0% | -14.5% |
| YTD | -0.1% | +29.5% | -29.6% | -13.0% |
| 1Y | +4.6% | +48.4% | -43.8% | -15.5% |
| 3Y | +10.5% | +129.6% | -119.1% | -30.9% |
| All | +30.2% | +94.7% | -64.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling