+31.1%
OMC vs ITOT
+303.4%
-272.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -3.6% |
| 30D | -7.6% | -1.5% | -6.2% | -6.4% |
| 3M | +4.5% | +3.6% | +1.0% | +1.3% |
| 6M | -0.3% | +13.7% | -14.0% | -10.9% |
| YTD | -0.1% | +12.9% | -13.1% | -10.2% |
| 1Y | +4.6% | +17.2% | -12.5% | -9.2% |
| 3Y | +10.5% | +75.6% | -65.2% | -33.0% |
| 5Y | +31.7% | +75.5% | -43.8% | -20.6% |
| All | +31.1% | +303.4% | -272.4% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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