+179.5%
OMC vs CAPR
-99.1%
+278.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -6.4% | -2.0% | -4.4% | -6.4% |
| 30D | +1.1% | +139.2% | -138.1% | +0.2% |
| 3M | +10.4% | -66.4% | +76.8% | +10.8% |
| 6M | -1.7% | -63.1% | +61.4% | -1.5% |
| YTD | +4.4% | -67.4% | +71.9% | +4.7% |
| 1Y | +8.4% | +58.2% | -49.8% | +4.8% |
| 3Y | +14.4% | +42.2% | -27.8% | +8.8% |
| 5Y | +33.9% | +87.3% | -53.4% | +26.0% |
| 10Y | +34.9% | -75.3% | +110.1% | +22.6% |
| All | +179.5% | -99.1% | +278.5% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling