+16.6%
OMC vs PL
-65.3%
+81.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.5% |
| 7D | -0.3% | +22.3% | -22.5% | +1.1% |
| 30D | +10.6% | -8.3% | +18.9% | +10.2% |
| 3M | +2.6% | -43.3% | +45.9% | +0.1% |
| 6M | +16.6% | -65.8% | +82.4% | +12.1% |
| All | +16.6% | -65.3% | +81.9% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling