+15.2%
OMC vs P
+158.6%
-143.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -6.4% | +6.5% | -13.0% | -6.8% |
| 30D | +1.1% | +18.8% | -17.7% | -0.2% |
| 3M | +10.4% | +26.7% | -16.3% | +8.3% |
| 6M | -1.7% | +62.2% | -63.9% | -5.8% |
| YTD | +4.4% | +48.5% | -44.1% | +0.4% |
| 1Y | +8.4% | +26.4% | -18.0% | +4.8% |
| All | +15.2% | +158.6% | -143.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling