+55.5%
OMC vs RACE
+738.3%
-682.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +5.4% | +3.9% | +1.4% | +4.1% |
| 30D | +15.7% | +7.4% | +8.3% | +13.2% |
| 3M | +4.9% | +1.6% | +3.3% | +4.3% |
| 6M | +17.3% | +23.3% | -6.1% | +9.5% |
| YTD | +13.0% | +14.7% | -1.6% | +7.2% |
| 1Y | +24.1% | +2.5% | +21.6% | +21.7% |
| 3Y | +31.2% | +28.0% | +3.2% | +15.3% |
| 5Y | +53.4% | +69.8% | -16.4% | +19.3% |
| 10Y | +55.5% | +734.9% | -679.3% | -13.2% |
| All | +55.5% | +738.3% | -682.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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