+50.2%
OMC vs P
+652.0%
-601.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +1.9% | +11.6% | -9.8% | +0.4% |
| 30D | +12.2% | -23.7% | +35.9% | +15.3% |
| 3M | +0.6% | -8.0% | +8.6% | +0.2% |
| 6M | +21.0% | +27.9% | -6.9% | +13.9% |
| YTD | +12.4% | +61.2% | -48.8% | +1.2% |
| 1Y | +25.4% | +28.6% | -3.2% | +15.8% |
| 3Y | +29.2% | +200.5% | -171.3% | -2.4% |
| 5Y | +52.6% | +282.9% | -230.3% | +7.4% |
| All | +50.2% | +652.0% | -601.8% | -10.5% |
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