+61.9%
OMC vs REPL
-6.0%
+67.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +10.4% | +52.4% | -42.0% | +8.8% |
| 6M | -1.7% | +107.4% | -109.2% | -6.1% |
| YTD | +4.4% | +54.7% | -50.3% | +0.7% |
| 1Y | +8.4% | +158.9% | -150.4% | +0.9% |
| 3Y | +14.4% | -23.7% | +38.1% | +3.9% |
| 5Y | +33.9% | -54.3% | +88.2% | +23.3% |
| All | +61.9% | -6.0% | +67.9% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling