+6,287.0%
OMC vs COO
+5,356.1%
+930.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +6.3% | +4.7% | +1.6% | +5.9% |
| 30D | +15.4% | +13.9% | +1.5% | +14.0% |
| 3M | +5.8% | -14.9% | +20.7% | +7.2% |
| 6M | +14.7% | +2.0% | +12.6% | +14.2% |
| YTD | +10.3% | -23.9% | +34.2% | +12.8% |
| 1Y | +23.2% | -9.6% | +32.9% | +24.1% |
| 3Y | +24.6% | -25.4% | +50.0% | +27.0% |
| 5Y | +50.1% | -41.2% | +91.3% | +55.6% |
| 10Y | +54.3% | +42.1% | +12.2% | +49.3% |
| All | +6,287.0% | +5,356.1% | +930.9% | +5,066.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling