+57.0%
OMC vs P
+691.2%
-634.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +6.8% | -13.3% | +20.1% | +8.4% |
| 30D | +16.2% | -34.0% | +50.2% | +21.6% |
| 3M | +6.0% | +4.1% | +1.9% | +3.7% |
| 6M | +17.7% | +30.5% | -12.8% | +10.2% |
| YTD | +13.5% | +52.2% | -38.7% | +3.0% |
| 1Y | +27.2% | +10.3% | +16.9% | +20.0% |
| 3Y | +30.4% | +180.9% | -150.5% | -0.7% |
| 5Y | +53.5% | +259.7% | -206.2% | +8.8% |
| 10Y | +57.0% | +652.6% | -595.6% | -5.3% |
| All | +57.0% | +691.2% | -634.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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