+27.2%
OMC vs REPL
+175.2%
-148.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.5% |
| 7D | +6.8% | +12.7% | -5.9% | +7.1% |
| 30D | +16.2% | +73.5% | -57.3% | +17.7% |
| 3M | +6.0% | +70.3% | -64.3% | +7.4% |
| 6M | +17.7% | +472.0% | -454.3% | +23.2% |
| YTD | +13.5% | +139.5% | -126.0% | +17.9% |
| 1Y | +27.2% | +167.3% | -140.1% | +32.8% |
| All | +27.2% | +175.2% | -148.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling