+52.4%
OMC vs BURL
-10.8%
+63.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.0% |
| 7D | +1.9% | -1.6% | +3.4% | +2.2% |
| 30D | +12.2% | -7.7% | +20.0% | +13.9% |
| 3M | +0.6% | -31.7% | +32.2% | +7.9% |
| 6M | +21.0% | -15.2% | +36.2% | +23.9% |
| YTD | +12.4% | -15.9% | +28.3% | +14.7% |
| 1Y | +25.4% | -14.2% | +39.6% | +27.2% |
| 3Y | +29.2% | +93.5% | -64.3% | +7.1% |
| All | +52.4% | -10.8% | +63.2% | +41.0% |
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