+293.2%
OMC vs BNS
+1,463.9%
-1,170.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -4.2% | -1.3% | -2.9% | -3.5% |
| 30D | -7.5% | +4.0% | -11.5% | -9.7% |
| 3M | +4.6% | +13.8% | -9.2% | -2.8% |
| 6M | -4.8% | +32.7% | -37.5% | -18.7% |
| YTD | -1.0% | +27.6% | -28.6% | -13.8% |
| 1Y | +3.8% | +47.4% | -43.6% | -16.4% |
| 3Y | +10.2% | +129.0% | -118.8% | -30.7% |
| 5Y | +29.7% | +92.7% | -63.0% | -11.2% |
| 10Y | +32.3% | +182.1% | -149.8% | -27.0% |
| All | +293.2% | +1,463.9% | -1,170.7% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling