+52.4%
OMC vs PR
+273.3%
-220.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.1% |
| 30D | +12.2% | -4.2% | +16.4% | +12.6% |
| 3M | +0.6% | +10.0% | -9.4% | -1.1% |
| 6M | +21.0% | +15.6% | +5.4% | +17.7% |
| YTD | +12.4% | +68.2% | -55.8% | +2.8% |
| 1Y | +25.4% | +79.2% | -53.8% | +13.5% |
| 3Y | +29.2% | +94.9% | -65.7% | +13.5% |
| All | +52.4% | +273.3% | -220.9% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling