+73.6%
OMC vs P
+485.4%
-411.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -6.4% | +6.5% | -13.0% | -7.2% |
| 30D | +1.1% | +18.8% | -17.7% | -1.5% |
| 3M | +10.4% | +26.7% | -16.3% | +6.0% |
| 6M | -1.7% | +62.2% | -63.9% | -9.5% |
| YTD | +4.4% | +48.5% | -44.1% | -3.2% |
| 1Y | +8.4% | +26.4% | -18.0% | +1.5% |
| 3Y | +14.4% | +159.4% | -145.0% | -8.8% |
| 5Y | +33.9% | +275.8% | -241.9% | -1.8% |
| 10Y | +34.9% | +732.0% | -697.2% | -15.6% |
| All | +73.6% | +485.4% | -411.7% | +8.3% |
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