+15.3%
OMC vs REPL
-25.2%
+40.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -6.4% | -3.0% | -3.4% | -6.4% |
| 30D | +1.1% | +27.1% | -26.0% | +1.3% |
| 3M | +10.4% | +52.4% | -42.0% | +11.3% |
| 6M | -1.7% | +107.4% | -109.2% | -0.4% |
| YTD | +4.4% | +54.7% | -50.3% | +5.8% |
| 1Y | +8.4% | +158.9% | -150.4% | +9.5% |
| All | +15.3% | -25.2% | +40.6% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling