+28.1%
OMC vs COO
-25.2%
+53.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +6.3% | +4.7% | +1.6% | +4.9% |
| 30D | +15.4% | +13.9% | +1.5% | +11.3% |
| 3M | +5.8% | -14.9% | +20.7% | +10.4% |
| 6M | +14.7% | +2.0% | +12.6% | +13.3% |
| YTD | +10.3% | -23.9% | +34.2% | +18.8% |
| 1Y | +23.2% | -9.6% | +32.9% | +26.6% |
| All | +28.1% | -25.2% | +53.3% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling