+27.5%
OMC vs EXEL
+234.5%
-207.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | +10.6% | +17.4% | -6.7% | +8.8% |
| 3M | +2.6% | +38.6% | -36.0% | -1.0% |
| 6M | +16.6% | +41.2% | -24.6% | +12.2% |
| YTD | +10.9% | +59.3% | -48.4% | +4.8% |
| 1Y | +22.1% | +60.2% | -38.2% | +15.2% |
| All | +27.5% | +234.5% | -207.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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