+23.3%
OMC vs PL
+84.9%
-61.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -6.4% | -9.3% | +2.9% | -5.9% |
| 30D | +1.1% | -18.9% | +20.0% | +2.3% |
| 3M | +10.4% | -58.4% | +68.8% | +15.5% |
| 6M | -1.7% | -30.3% | +28.6% | -1.7% |
| YTD | +4.4% | -8.1% | +12.6% | +2.1% |
| 1Y | +8.4% | +180.5% | -172.1% | -4.0% |
| 3Y | +14.4% | +444.1% | -429.8% | -9.9% |
| 5Y | +33.9% | +83.0% | -49.2% | +5.6% |
| All | +23.3% | +84.9% | -61.6% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling