+34.4%
OMC vs EXEL
+191.3%
-156.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -5.8% | +1.4% | -7.1% | -5.9% |
| 30D | -4.8% | +6.7% | -11.5% | -5.7% |
| 3M | +9.2% | +11.5% | -2.2% | +7.5% |
| 6M | -2.5% | +38.8% | -41.3% | -7.2% |
| YTD | +2.6% | +31.6% | -29.0% | -1.8% |
| 1Y | +5.9% | +53.0% | -47.1% | -1.2% |
| 3Y | +14.2% | +160.8% | -146.6% | -4.4% |
| All | +34.4% | +191.3% | -156.9% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling