+52.4%
OMC vs RACE
+64.4%
-12.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.9% | -1.2% | +3.1% | +2.3% |
| 30D | +12.2% | +6.1% | +6.1% | +10.2% |
| 3M | +0.6% | -0.3% | +0.9% | +0.6% |
| 6M | +21.0% | +23.4% | -2.4% | +13.0% |
| YTD | +12.4% | +12.5% | -0.2% | +7.2% |
| 1Y | +25.4% | -0.5% | +25.9% | +24.3% |
| 3Y | +29.2% | +23.6% | +5.6% | +11.4% |
| All | +52.4% | +64.4% | -12.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling