+25.6%
OMC vs BURL
+89.8%
-64.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | 0.0% |
| 7D | +7.6% | +3.5% | +4.1% | +6.9% |
| 30D | +16.0% | -9.3% | +25.2% | +17.6% |
| 3M | +7.7% | -32.1% | +39.8% | +14.1% |
| 6M | +14.5% | -19.8% | +34.3% | +17.9% |
| YTD | +11.2% | -13.2% | +24.4% | +12.6% |
| 1Y | +23.6% | -7.8% | +31.4% | +23.5% |
| All | +25.6% | +89.8% | -64.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling