-2.6%
OMC vs BTSG
+421.3%
-423.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.1% |
| 7D | -5.8% | +5.7% | -11.5% | -6.3% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +9.2% | +5.6% | +3.6% | +7.9% |
| 6M | -2.5% | +50.8% | -53.3% | -8.8% |
| YTD | +2.6% | +67.0% | -64.5% | -5.5% |
| 1Y | +5.9% | +145.5% | -139.6% | -7.6% |
| All | -2.6% | +421.3% | -423.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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