+173.1%
OMC vs INDA
+111.6%
+61.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | -4.8% | -2.5% | -2.3% | -3.8% |
| 3M | +9.2% | +4.0% | +5.2% | +7.3% |
| 6M | -2.5% | -1.8% | -0.7% | -1.9% |
| YTD | +2.6% | -9.2% | +11.7% | +6.5% |
| 1Y | +5.9% | -7.2% | +13.1% | +8.9% |
| 3Y | +14.2% | +9.8% | +4.4% | +8.7% |
| 5Y | +33.2% | +7.5% | +25.7% | +27.9% |
| 10Y | +33.4% | +80.8% | -47.4% | +0.5% |
| All | +173.1% | +111.6% | +61.4% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling