+33.4%
OMC vs P
+712.4%
-679.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -5.8% | +7.8% | -13.6% | -6.7% |
| 30D | -4.8% | +12.3% | -17.1% | -6.7% |
| 3M | +9.2% | +37.1% | -27.9% | +3.6% |
| 6M | -2.5% | +66.1% | -68.6% | -10.9% |
| YTD | +2.6% | +50.9% | -48.4% | -5.5% |
| 1Y | +5.9% | +27.2% | -21.3% | -1.2% |
| 3Y | +14.2% | +158.7% | -144.5% | -10.3% |
| 5Y | +33.2% | +291.1% | -257.9% | -5.3% |
| 10Y | +33.4% | +715.0% | -681.6% | -18.7% |
| All | +33.4% | +712.4% | -679.0% | -18.7% |
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