+30.5%
OMC vs COMP
+426.2%
-395.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | +15.3% | +16.3% | -1.0% | +13.0% |
| 3M | +4.5% | -19.1% | +23.6% | +6.5% |
| 6M | +20.8% | +17.1% | +3.6% | +17.5% |
| YTD | +13.5% | -2.9% | +16.4% | +12.1% |
| 1Y | +25.2% | +8.8% | +16.4% | +21.9% |
| All | +30.5% | +426.2% | -395.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling