+33.4%
OMC vs FIVE
+475.1%
-441.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -5.8% | +3.7% | -9.4% | -6.5% |
| 30D | -4.8% | +4.0% | -8.8% | -5.7% |
| 3M | +9.2% | +36.2% | -27.0% | +2.2% |
| 6M | -2.5% | +18.0% | -20.5% | -6.8% |
| YTD | +2.6% | +34.9% | -32.3% | -4.8% |
| 1Y | +5.9% | +67.9% | -62.0% | -6.6% |
| 3Y | +14.2% | +57.3% | -43.1% | -3.4% |
| 5Y | +33.2% | +39.5% | -6.3% | +11.7% |
| 10Y | +33.4% | +496.4% | -463.0% | -10.6% |
| All | +33.4% | +475.1% | -441.7% | -10.6% |
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