+193.2%
OMC vs BTG
+385.9%
-192.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.5% |
| 7D | -4.2% | +2.4% | -6.6% | -4.3% |
| 30D | -7.5% | +9.5% | -17.0% | -7.8% |
| 3M | +4.6% | +38.5% | -33.9% | +3.3% |
| 6M | -4.8% | +5.6% | -10.5% | -5.3% |
| YTD | -1.0% | +23.9% | -24.9% | -2.2% |
| 1Y | +3.8% | +32.1% | -28.3% | +2.2% |
| 3Y | +10.2% | +103.2% | -93.0% | +6.1% |
| 5Y | +29.7% | +79.7% | -50.0% | +24.9% |
| 10Y | +32.3% | +159.1% | -126.8% | +24.2% |
| All | +193.2% | +385.9% | -192.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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