+98.9%
OMC vs BURL
+1,051.1%
-952.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.1% |
| 7D | -6.4% | -2.8% | -3.6% | -5.9% |
| 30D | +1.1% | -28.2% | +29.3% | +8.4% |
| 3M | +10.4% | -17.6% | +28.0% | +14.8% |
| 6M | -1.7% | -11.8% | +10.1% | 0.0% |
| YTD | +4.4% | -8.1% | +12.6% | +5.1% |
| 1Y | +8.4% | -12.0% | +20.4% | +9.6% |
| 3Y | +14.4% | +63.3% | -48.9% | -2.4% |
| 5Y | +33.9% | -10.8% | +44.7% | +25.6% |
| 10Y | +34.9% | +215.9% | -181.1% | -1.8% |
| All | +98.9% | +1,051.1% | -952.2% | +29.8% |
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 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