+33.2%
OMC vs REPL
-53.9%
+87.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | -5.8% | -5.7% | 0.0% | -5.8% |
| 30D | -4.8% | +22.5% | -27.3% | -4.8% |
| 3M | +9.2% | +64.7% | -55.4% | +9.2% |
| 6M | -2.5% | +83.0% | -85.5% | -3.1% |
| YTD | +2.6% | +52.0% | -49.4% | +2.1% |
| 1Y | +5.9% | +144.5% | -138.6% | +3.9% |
| 3Y | +14.2% | -25.1% | +39.3% | +11.8% |
| 5Y | +33.2% | -52.9% | +86.1% | +28.3% |
| All | +33.2% | -53.9% | +87.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling