+225.8%
OMC vs ITOT
+885.8%
-660.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -4.2% | -0.4% | -3.9% | -3.9% |
| 30D | -7.5% | -1.6% | -5.9% | -6.1% |
| 3M | +4.6% | +3.5% | +1.1% | +1.2% |
| 6M | -4.8% | +13.1% | -18.0% | -15.3% |
| YTD | -1.0% | +12.7% | -13.7% | -11.6% |
| 1Y | +3.8% | +18.3% | -14.5% | -11.6% |
| 3Y | +10.2% | +76.4% | -66.2% | -35.5% |
| 5Y | +29.7% | +73.8% | -44.0% | -23.7% |
| 10Y | +32.3% | +301.2% | -268.9% | -65.1% |
| All | +225.8% | +885.8% | -660.0% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling