+6,406.1%
OMC vs BTI
+6,890.1%
-484.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +1.9% | +1.6% | +0.2% | +1.5% |
| 30D | +12.2% | +9.2% | +3.0% | +10.3% |
| 3M | +0.6% | +9.6% | -9.0% | -1.2% |
| 6M | +21.0% | -2.4% | +23.5% | +21.5% |
| YTD | +12.4% | +14.2% | -1.9% | +9.1% |
| 1Y | +25.4% | +20.3% | +5.1% | +20.5% |
| 3Y | +29.2% | +147.4% | -118.2% | +6.9% |
| 5Y | +52.6% | +155.4% | -102.8% | +25.1% |
| 10Y | +53.6% | +127.3% | -73.7% | +26.4% |
| All | +6,406.1% | +6,890.1% | -484.0% | +4,063.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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