+83.4%
OMC vs P
+469.1%
-385.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.2% |
| 7D | +6.3% | -23.8% | +30.1% | +9.4% |
| 30D | +15.4% | -36.6% | +52.0% | +21.0% |
| 3M | +5.8% | +10.9% | -5.1% | +2.6% |
| 6M | +14.7% | +30.0% | -15.3% | +7.6% |
| YTD | +10.3% | +44.4% | -34.1% | +1.3% |
| 1Y | +23.2% | +3.9% | +19.3% | +17.5% |
| 3Y | +24.6% | +176.6% | -152.0% | -3.0% |
| 5Y | +50.1% | +249.3% | -199.2% | +9.8% |
| 10Y | +54.3% | +726.9% | -672.7% | -4.4% |
| All | +83.4% | +469.1% | -385.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling