+195.2%
OMC vs CAPR
-99.1%
+294.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.9% |
| 7D | +6.3% | +41.1% | -34.8% | +6.0% |
| 30D | +15.4% | +11.1% | +4.2% | +15.2% |
| 3M | +5.8% | +115.3% | -109.6% | +4.8% |
| 6M | +14.7% | -73.8% | +88.5% | +15.2% |
| YTD | +10.3% | -68.8% | +79.1% | +10.5% |
| 1Y | +23.2% | +43.3% | -20.1% | +19.3% |
| 3Y | +24.6% | +214.7% | -190.1% | +17.4% |
| 5Y | +50.1% | +141.3% | -91.2% | +40.8% |
| 10Y | +54.3% | -67.0% | +121.3% | +40.0% |
| All | +195.2% | -99.1% | +294.3% | +169.2% |
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