+30.2%
OMC vs BR
+8.0%
+22.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | -7.6% | -0.3% | -7.3% | -7.4% |
| 3M | +4.5% | +17.3% | -12.8% | -2.6% |
| 6M | -0.3% | -6.7% | +6.4% | +2.1% |
| YTD | -0.1% | -23.4% | +23.3% | +11.0% |
| 1Y | +4.6% | -32.7% | +37.3% | +22.6% |
| 3Y | +10.5% | -5.9% | +16.4% | +12.8% |
| All | +30.2% | +8.0% | +22.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling