+53.4%
OMC vs BURL
-12.4%
+65.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.8% | +1.6% |
| 7D | +5.4% | +7.7% | -2.3% | +3.9% |
| 30D | +15.7% | -7.1% | +22.9% | +17.3% |
| 3M | +4.9% | -30.3% | +35.2% | +12.0% |
| 6M | +17.3% | -15.5% | +32.8% | +20.2% |
| YTD | +13.0% | -11.0% | +24.0% | +14.1% |
| 1Y | +24.1% | -8.4% | +32.5% | +24.2% |
| 3Y | +31.2% | +96.7% | -65.5% | +8.9% |
| 5Y | +53.4% | -14.1% | +67.4% | +41.6% |
| All | +53.4% | -12.4% | +65.7% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling