+6,469.7%
OMC vs COO
+5,462.0%
+1,007.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +6.8% | +4.5% | +2.3% | +6.4% |
| 30D | +16.2% | +16.9% | -0.8% | +14.5% |
| 3M | +6.0% | -16.7% | +22.7% | +7.6% |
| 6M | +17.7% | +5.9% | +11.8% | +16.9% |
| YTD | +13.5% | -22.4% | +35.9% | +15.8% |
| 1Y | +27.2% | -10.1% | +37.3% | +28.2% |
| 3Y | +30.4% | -22.8% | +53.2% | +32.5% |
| 5Y | +53.5% | -41.4% | +94.9% | +59.1% |
| 10Y | +57.0% | +41.3% | +15.7% | +51.9% |
| All | +6,469.7% | +5,462.0% | +1,007.7% | +5,204.5% |
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