+31.1%
OMC vs IT
+103.1%
-72.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.8% | -2.4% |
| 7D | -4.4% | -3.7% | -0.7% | -3.3% |
| 30D | -7.6% | +0.1% | -7.7% | -7.8% |
| 3M | +4.5% | +20.7% | -16.2% | -3.8% |
| 6M | -0.3% | +12.0% | -12.2% | -6.6% |
| YTD | -0.1% | -28.8% | +28.7% | +9.1% |
| 1Y | +4.6% | -25.5% | +30.2% | +11.7% |
| 3Y | +10.5% | -48.8% | +59.2% | +30.9% |
| 5Y | +31.7% | -42.7% | +74.5% | +45.3% |
| All | +31.1% | +103.1% | -72.0% | -12.9% |
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