+24.6%
OMC vs COMP
+353.8%
-329.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.6% | -2.1% |
| 7D | +6.3% | +13.4% | -7.2% | +4.6% |
| 30D | +15.4% | +11.1% | +4.3% | +13.7% |
| 3M | +5.8% | -18.8% | +24.6% | +7.9% |
| 6M | +14.7% | +10.5% | +4.2% | +12.4% |
| YTD | +10.3% | -3.4% | +13.7% | +9.1% |
| 1Y | +23.2% | +19.7% | +3.5% | +18.7% |
| 3Y | +24.6% | +381.6% | -357.0% | +0.3% |
| All | +24.6% | +353.8% | -329.2% | +0.3% |
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 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