+57.0%
OMC vs PR
+65.1%
-8.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +6.8% | -9.5% | +16.3% | +7.6% |
| 30D | +16.2% | -5.7% | +21.8% | +16.5% |
| 3M | +6.0% | +3.0% | +3.0% | +5.6% |
| 6M | +17.7% | +11.8% | +5.9% | +16.2% |
| YTD | +13.5% | +58.5% | -45.0% | +8.7% |
| 1Y | +27.2% | +69.9% | -42.7% | +21.1% |
| 3Y | +30.4% | +84.9% | -54.5% | +22.4% |
| 5Y | +53.5% | +246.4% | -192.9% | +35.0% |
| 10Y | +57.0% | +70.3% | -13.3% | +41.6% |
| All | +57.0% | +65.1% | -8.1% | +41.6% |
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