+3.8%
OMC vs REPL
+136.9%
-133.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.5% |
| 7D | -4.2% | -9.6% | +5.3% | -4.3% |
| 30D | -7.5% | +5.7% | -13.2% | -7.4% |
| 3M | +4.6% | +56.4% | -51.7% | +5.8% |
| 6M | -4.8% | +67.4% | -72.3% | -3.0% |
| YTD | -1.0% | +48.7% | -49.7% | +0.9% |
| 1Y | +3.8% | +148.3% | -144.4% | +4.5% |
| All | +3.8% | +136.9% | -133.0% | +4.5% |
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