+49.6%
OMC vs BURL
-17.2%
+66.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +6.3% | +4.1% | +2.2% | +5.5% |
| 30D | +15.4% | -9.5% | +24.8% | +17.5% |
| 3M | +5.8% | -33.5% | +39.3% | +14.0% |
| 6M | +14.7% | -22.1% | +36.8% | +19.4% |
| YTD | +10.3% | -14.6% | +24.9% | +12.3% |
| 1Y | +23.2% | -8.4% | +31.6% | +23.3% |
| 3Y | +24.6% | +86.6% | -62.0% | +4.6% |
| All | +49.6% | -17.2% | +66.8% | +38.6% |
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