+159.7%
OMC vs BR
+1,281.7%
-1,122.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -4.2% | -5.0% | +0.8% | -1.9% |
| 30D | -7.5% | -2.5% | -5.0% | -6.4% |
| 3M | +4.6% | +13.5% | -8.9% | -1.4% |
| 6M | -4.8% | -9.4% | +4.6% | -0.8% |
| YTD | -1.0% | -23.3% | +22.3% | +11.1% |
| 1Y | +3.8% | -31.6% | +35.4% | +22.8% |
| 3Y | +10.2% | -5.1% | +15.3% | +11.2% |
| 5Y | +29.7% | +8.2% | +21.5% | +20.4% |
| 10Y | +32.3% | +189.8% | -157.5% | -25.0% |
| All | +159.7% | +1,281.7% | -1,122.0% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling