+111.8%
OMC vs BURL
+987.9%
-876.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.2% |
| 7D | +7.6% | +3.5% | +4.1% | +6.8% |
| 30D | +16.0% | -9.3% | +25.2% | +18.4% |
| 3M | +7.7% | -32.1% | +39.8% | +16.6% |
| 6M | +14.5% | -19.8% | +34.3% | +19.0% |
| YTD | +11.2% | -13.2% | +24.4% | +13.1% |
| 1Y | +23.6% | -7.8% | +31.4% | +23.6% |
| 3Y | +24.7% | +89.3% | -64.6% | +2.7% |
| 5Y | +51.3% | -15.8% | +67.2% | +43.6% |
| 10Y | +55.6% | +262.2% | -206.6% | +11.6% |
| All | +111.8% | +987.9% | -876.2% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling