+55.5%
OMC vs FIVE
+596.6%
-541.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.3% |
| 7D | +5.4% | +6.2% | -0.8% | +4.1% |
| 30D | +15.7% | +18.2% | -2.5% | +11.8% |
| 3M | +4.9% | +3.8% | +1.0% | +3.8% |
| 6M | +17.3% | +13.7% | +3.5% | +13.2% |
| YTD | +13.0% | +34.7% | -21.7% | +4.8% |
| 1Y | +24.1% | +66.6% | -42.6% | +9.9% |
| 3Y | +31.2% | +44.3% | -13.1% | +13.4% |
| 5Y | +53.4% | +18.8% | +34.6% | +33.8% |
| 10Y | +55.5% | +569.2% | -513.7% | +2.8% |
| All | +55.5% | +596.6% | -541.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling