+363.0%
OMC vs BUD
+218.9%
+144.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +1.9% |
| 7D | +5.4% | +1.3% | +4.0% | +4.8% |
| 30D | +15.7% | +10.0% | +5.7% | +11.2% |
| 3M | +4.9% | +1.6% | +3.3% | +4.1% |
| 6M | +17.3% | +6.5% | +10.8% | +13.9% |
| YTD | +13.0% | +34.8% | -21.8% | -1.2% |
| 1Y | +24.1% | +36.5% | -12.4% | +7.9% |
| 3Y | +31.2% | +49.0% | -17.7% | +7.6% |
| 5Y | +53.4% | +51.7% | +1.7% | +22.4% |
| 10Y | +55.5% | -7.5% | +63.1% | +41.2% |
| All | +363.0% | +218.9% | +144.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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