+32.3%
OMC vs COO
+36.7%
-4.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | -1.2% |
| 7D | -4.2% | -9.0% | +4.7% | -0.9% |
| 30D | -7.5% | -16.8% | +9.3% | -1.2% |
| 3M | +4.6% | -7.5% | +12.1% | +7.5% |
| 6M | -4.8% | -16.3% | +11.4% | +1.0% |
| YTD | -1.0% | -22.5% | +21.5% | +8.0% |
| 1Y | +3.8% | -7.0% | +10.8% | +5.9% |
| 3Y | +10.2% | -27.5% | +37.7% | +18.9% |
| 5Y | +29.7% | -43.3% | +73.0% | +51.0% |
| 10Y | +32.3% | +37.6% | -5.3% | +20.9% |
| All | +32.3% | +36.7% | -4.4% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling