+23.9%
OMC vs IRE
-97.6%
+121.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -23.2% | +28.5% | +4.7% |
| 7D | +12.5% | -46.8% | +59.4% | +11.3% |
| 30D | +16.3% | -75.5% | +91.8% | +13.9% |
| 3M | +8.1% | -79.4% | +87.5% | +5.9% |
| 6M | +17.2% | -91.3% | +108.4% | +15.2% |
| YTD | +11.8% | -90.8% | +102.6% | +11.0% |
| 1Y | +23.9% | -97.7% | +121.7% | +22.3% |
| All | +23.9% | -97.6% | +121.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling