+52.4%
OMC vs COMP
-10.9%
+63.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +12.2% | +16.6% | -4.3% | +10.1% |
| 3M | +0.6% | -23.5% | +24.1% | +3.2% |
| 6M | +21.0% | +25.7% | -4.7% | +17.0% |
| YTD | +12.4% | -3.4% | +15.8% | +10.8% |
| 1Y | +25.4% | +7.6% | +17.8% | +22.1% |
| 3Y | +29.2% | +423.6% | -394.4% | +2.1% |
| All | +52.4% | -10.9% | +63.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling