+10.5%
OMC vs BR
-5.3%
+15.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.4% | -3.0% | -1.4% | -2.8% |
| 30D | -7.6% | -0.3% | -7.3% | -7.4% |
| 3M | +4.5% | +17.3% | -12.8% | -3.8% |
| 6M | -0.3% | -6.7% | +6.4% | +2.5% |
| YTD | -0.1% | -23.4% | +23.3% | +13.5% |
| 1Y | +4.6% | -32.7% | +37.3% | +27.0% |
| 3Y | +10.5% | -5.9% | +16.4% | +11.8% |
| All | +10.5% | -5.3% | +15.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling