+50.2%
OMC vs IT
+90.0%
-39.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +12.2% | -1.8% | +14.1% | +12.2% |
| 3M | +0.6% | +4.8% | -4.2% | -2.1% |
| 6M | +21.0% | +33.0% | -12.0% | +6.4% |
| YTD | +12.4% | -23.8% | +36.2% | +19.0% |
| 1Y | +25.4% | -16.5% | +41.9% | +28.3% |
| 3Y | +29.2% | -53.6% | +82.8% | +59.7% |
| 5Y | +52.6% | -42.1% | +94.7% | +67.6% |
| All | +50.2% | +90.0% | -39.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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