+2,923.4%
OMC vs IT
+5,645.5%
-2,722.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -0.1% |
| 7D | -5.8% | -9.1% | +3.4% | -3.7% |
| 30D | -4.8% | -7.0% | +2.2% | -3.4% |
| 3M | +9.2% | +7.6% | +1.6% | +6.4% |
| 6M | -2.5% | +2.1% | -4.6% | -4.3% |
| YTD | +2.6% | -31.6% | +34.1% | +9.6% |
| 1Y | +5.9% | -29.9% | +35.9% | +12.1% |
| 3Y | +14.2% | -51.3% | +65.5% | +28.8% |
| 5Y | +33.2% | -44.8% | +78.0% | +44.7% |
| 10Y | +33.4% | +91.4% | -58.0% | +9.1% |
| All | +2,923.4% | +5,645.5% | -2,722.1% | +1,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling