+16.4%
OMC vs IRE
-98.1%
+114.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.7% | +1.0% |
| 7D | +1.9% | -31.8% | +33.7% | +1.0% |
| 30D | +12.2% | -71.8% | +84.0% | +10.0% |
| 3M | +0.6% | -88.9% | +89.5% | -2.6% |
| 6M | +21.0% | -95.4% | +116.4% | +17.2% |
| YTD | +12.4% | -94.2% | +106.6% | +11.1% |
| 1Y | +25.4% | -97.1% | +122.5% | +22.6% |
| All | +16.4% | -98.1% | +114.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling