+29.7%
OMC vs IT
-45.7%
+75.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.2% | -9.1% | +4.9% | -1.5% |
| 30D | -7.5% | -12.2% | +4.7% | -4.0% |
| 3M | +4.6% | +7.8% | -3.2% | +0.9% |
| 6M | -4.8% | +2.0% | -6.8% | -7.3% |
| YTD | -1.0% | -32.7% | +31.7% | +8.7% |
| 1Y | +3.8% | -31.1% | +34.9% | +12.5% |
| 3Y | +10.2% | -52.1% | +62.3% | +32.0% |
| 5Y | +29.7% | -46.3% | +76.0% | +40.8% |
| All | +29.7% | -45.7% | +75.4% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling