+33.4%
OMC vs CAPR
-77.1%
+110.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | -5.8% | -9.5% | +3.7% | -5.7% |
| 30D | -4.8% | +121.5% | -126.3% | -5.9% |
| 3M | +9.2% | -65.4% | +74.6% | +9.6% |
| 6M | -2.5% | -67.5% | +65.0% | -2.1% |
| YTD | +2.6% | -68.6% | +71.2% | +2.9% |
| 1Y | +5.9% | +42.7% | -36.7% | +1.4% |
| 3Y | +14.2% | +43.4% | -29.2% | +5.7% |
| 5Y | +33.2% | +86.0% | -52.8% | +20.9% |
| 10Y | +33.4% | -77.4% | +110.8% | +16.7% |
| All | +33.4% | -77.1% | +110.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling