+39.3%
OMC vs COMP
-52.8%
+92.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -0.3% | +8.9% | -9.2% | -1.3% |
| 30D | +10.6% | +14.0% | -3.3% | +8.9% |
| 3M | +2.6% | -21.1% | +23.7% | +4.8% |
| 6M | +16.6% | +20.1% | -3.5% | +13.5% |
| YTD | +10.9% | -5.0% | +15.9% | +9.6% |
| 1Y | +22.1% | +5.7% | +16.4% | +19.2% |
| 3Y | +27.5% | +412.2% | -384.8% | +2.4% |
| 5Y | +50.6% | -12.1% | +62.7% | +30.3% |
| All | +39.3% | -52.8% | +92.0% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling