+63.8%
OMC vs RACE
+647.6%
-583.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | -6.4% | -2.5% | -3.9% | -5.7% |
| 30D | +1.1% | +0.8% | +0.3% | +0.8% |
| 3M | +10.4% | +17.2% | -6.7% | +5.2% |
| 6M | -1.7% | +13.6% | -15.3% | -5.8% |
| YTD | +4.4% | +12.2% | -7.8% | 0.0% |
| 1Y | +8.4% | -16.3% | +24.7% | +12.5% |
| 3Y | +14.4% | +36.4% | -22.0% | -0.6% |
| 5Y | +33.9% | +95.0% | -61.1% | +2.6% |
| 10Y | +34.9% | +813.2% | -778.4% | -27.3% |
| All | +63.8% | +647.6% | -583.8% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling