+203.6%
OMC vs CAPR
-99.1%
+302.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.3% | +0.5% |
| 7D | +6.8% | +7.6% | -0.8% | +6.7% |
| 30D | +16.2% | +13.3% | +2.9% | +16.0% |
| 3M | +6.0% | +130.4% | -124.4% | +5.0% |
| 6M | +17.7% | -70.8% | +88.5% | +18.1% |
| YTD | +13.5% | -69.3% | +82.7% | +13.7% |
| 1Y | +27.2% | +59.5% | -32.3% | +22.9% |
| 3Y | +30.4% | +216.8% | -186.4% | +22.8% |
| 5Y | +53.5% | +152.7% | -99.2% | +43.9% |
| 10Y | +57.0% | -68.2% | +125.2% | +42.5% |
| All | +203.6% | -99.1% | +302.7% | +176.9% |
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