+8.4%
OMC vs COO
+4.1%
+4.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | -6.4% | -2.2% | -4.2% | -5.6% |
| 30D | +1.1% | -7.0% | +8.1% | +3.8% |
| 3M | +10.4% | +12.2% | -1.8% | +6.0% |
| 6M | -1.7% | -15.1% | +13.4% | +6.2% |
| YTD | +4.4% | -15.1% | +19.5% | +12.8% |
| 1Y | +8.4% | +2.3% | +6.1% | +10.3% |
| All | +8.4% | +4.1% | +4.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling