+30.4%
OMC vs PL
+570.0%
-539.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +6.8% | +5.6% | +1.2% | +6.5% |
| 30D | +16.2% | -16.9% | +33.1% | +16.8% |
| 3M | +6.0% | -38.2% | +44.3% | +7.8% |
| 6M | +17.7% | -63.4% | +81.2% | +21.6% |
| YTD | +13.5% | -27.6% | +41.1% | +11.9% |
| 1Y | +27.2% | +6.6% | +20.6% | +22.1% |
| 3Y | +30.4% | +557.6% | -527.2% | +1.1% |
| All | +30.4% | +570.0% | -539.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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