+32.5%
OMC vs INDA
+4.5%
+28.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.1% |
| 7D | -6.2% | -3.6% | -2.6% | -4.2% |
| 30D | -7.6% | -4.0% | -3.6% | -5.4% |
| 3M | +7.4% | +1.7% | +5.7% | +6.2% |
| 6M | +0.1% | -3.6% | +3.8% | +2.1% |
| YTD | +0.4% | -11.0% | +11.4% | +7.4% |
| 1Y | +7.8% | -9.5% | +17.3% | +13.7% |
| 3Y | +11.8% | +7.6% | +4.2% | +2.0% |
| 5Y | +32.5% | +4.8% | +27.7% | +22.0% |
| All | +32.5% | +4.5% | +28.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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