+55.5%
OMC vs PR
+66.7%
-11.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.5% |
| 7D | +5.4% | -12.4% | +17.7% | +6.4% |
| 30D | +15.7% | -6.6% | +22.3% | +16.2% |
| 3M | +4.9% | +7.5% | -2.6% | +4.1% |
| 6M | +17.3% | +10.8% | +6.5% | +15.8% |
| YTD | +13.0% | +57.0% | -44.0% | +8.3% |
| 1Y | +24.1% | +67.9% | -43.9% | +18.3% |
| 3Y | +31.2% | +87.6% | -56.4% | +23.0% |
| 5Y | +53.4% | +220.4% | -167.0% | +35.6% |
| 10Y | +55.5% | +64.8% | -9.3% | +39.0% |
| All | +55.5% | +66.7% | -11.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling