+35.1%
OMC vs FIVE
+31.2%
+3.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.3% |
| 7D | -6.4% | +4.3% | -10.7% | -7.1% |
| 30D | +1.1% | +12.5% | -11.4% | -1.0% |
| 3M | +10.4% | +31.2% | -20.8% | +5.2% |
| 6M | -1.7% | +14.4% | -16.1% | -4.8% |
| YTD | +4.4% | +33.9% | -29.5% | -1.7% |
| 1Y | +8.4% | +65.1% | -56.6% | -2.1% |
| 3Y | +14.4% | +49.0% | -34.6% | +1.3% |
| All | +35.1% | +31.2% | +3.9% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling