+52.7%
OMC vs COMP
-14.2%
+66.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | +15.3% | +16.3% | -1.0% | +13.1% |
| 3M | +4.5% | -19.1% | +23.6% | +6.5% |
| 6M | +20.8% | +17.1% | +3.6% | +17.7% |
| YTD | +13.5% | -2.9% | +16.4% | +11.9% |
| 1Y | +25.2% | +8.8% | +16.4% | +21.7% |
| 3Y | +30.5% | +423.5% | -393.0% | +3.1% |
| 5Y | +52.7% | -10.5% | +63.1% | +38.8% |
| All | +52.7% | -14.2% | +66.9% | +38.8% |
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