+33.2%
OMC vs COO
-39.5%
+72.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | -5.8% | -2.3% | -3.5% | -5.0% |
| 30D | -4.8% | -8.8% | +4.0% | -1.9% |
| 3M | +9.2% | +1.3% | +7.9% | +8.7% |
| 6M | -2.5% | -11.6% | +9.1% | +1.3% |
| YTD | +2.6% | -17.4% | +20.0% | +9.0% |
| 1Y | +5.9% | -1.6% | +7.5% | +6.1% |
| 3Y | +14.2% | -22.6% | +36.8% | +19.6% |
| 5Y | +33.2% | -40.3% | +73.6% | +55.0% |
| All | +33.2% | -39.5% | +72.7% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling