+8.4%
OMC vs COMP
+22.2%
-13.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.4% | +1.4% | -7.8% | -6.6% |
| 30D | +1.1% | -13.3% | +14.4% | +2.8% |
| 3M | +10.4% | +41.1% | -30.7% | +5.7% |
| 6M | -1.7% | +17.2% | -18.9% | -3.3% |
| YTD | +4.4% | +5.2% | -0.8% | +5.3% |
| 1Y | +8.4% | +18.9% | -10.5% | +6.3% |
| All | +8.4% | +22.2% | -13.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling