+29.8%
OMC vs INVH
+75.4%
-45.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -3.0% | -1.4% | -3.2% |
| 30D | -7.6% | -7.5% | -0.1% | -4.7% |
| 3M | +4.5% | -5.5% | +10.1% | +6.9% |
| 6M | -0.3% | +11.7% | -12.0% | -4.6% |
| YTD | -0.1% | +1.3% | -1.5% | -1.1% |
| 1Y | +4.6% | -6.1% | +10.7% | +6.7% |
| 3Y | +10.5% | -9.8% | +20.2% | +13.2% |
| 5Y | +31.7% | -19.7% | +51.4% | +39.3% |
| All | +29.8% | +75.4% | -45.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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