+23.2%
OMC vs PR
+80.1%
-56.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.7% |
| 7D | +6.3% | -16.4% | +22.7% | +4.8% |
| 30D | +15.4% | -1.9% | +17.3% | +14.7% |
| 3M | +5.8% | +8.0% | -2.2% | +6.0% |
| 6M | +14.7% | +4.1% | +10.6% | +15.2% |
| YTD | +10.3% | +58.7% | -48.4% | +4.5% |
| 1Y | +23.2% | +75.8% | -52.6% | +17.3% |
| All | +23.2% | +80.1% | -56.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling