+5,947.5%
OMC vs COO
+5,988.7%
-41.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -6.4% | -2.2% | -4.2% | -6.2% |
| 30D | +1.1% | -7.0% | +8.1% | +1.8% |
| 3M | +10.4% | +12.2% | -1.8% | +9.2% |
| 6M | -1.7% | -15.1% | +13.4% | -0.3% |
| YTD | +4.4% | -15.1% | +19.5% | +5.9% |
| 1Y | +8.4% | +2.3% | +6.1% | +8.1% |
| 3Y | +14.4% | -23.7% | +38.1% | +16.4% |
| 5Y | +33.9% | -38.9% | +72.8% | +38.4% |
| 10Y | +34.9% | +49.9% | -15.1% | +29.9% |
| All | +5,947.5% | +5,988.7% | -41.2% | +4,749.9% |
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 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