+24.6%
OMC vs BURL
+86.7%
-62.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +6.3% | +4.1% | +2.2% | +5.6% |
| 30D | +15.4% | -9.5% | +24.8% | +17.1% |
| 3M | +5.8% | -33.5% | +39.3% | +12.5% |
| 6M | +14.7% | -22.1% | +36.8% | +18.6% |
| YTD | +10.3% | -14.6% | +24.9% | +11.9% |
| 1Y | +23.2% | -8.4% | +31.6% | +23.2% |
| 3Y | +24.6% | +86.6% | -62.0% | +15.8% |
| All | +24.6% | +86.7% | -62.1% | +15.8% |
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