+5.4%
OMC vs INIO
-36.7%
+42.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.3% | -3.7% |
| 7D | -4.2% | +3.5% | -7.8% | -4.0% |
| 30D | -7.5% | -23.4% | +15.9% | -8.6% |
| 3M | +4.6% | -38.4% | +43.0% | +1.7% |
| All | +5.4% | -36.7% | +42.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling