+78.0%
OMC vs RACE
+658.2%
-580.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | -3.9% | +5.4% | +2.7% |
| 30D | +15.3% | +6.8% | +8.5% | +13.2% |
| 3M | +4.5% | +1.3% | +3.1% | +4.0% |
| 6M | +20.8% | +26.3% | -5.5% | +12.5% |
| YTD | +13.5% | +13.8% | -0.3% | +8.2% |
| 1Y | +25.2% | -0.5% | +25.7% | +24.0% |
| 3Y | +30.5% | +25.6% | +4.8% | +16.6% |
| 5Y | +52.7% | +67.6% | -14.9% | +22.1% |
| 10Y | +55.2% | +724.7% | -669.5% | -14.7% |
| All | +78.0% | +658.2% | -580.2% | -6.2% |
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 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