+31.1%
OMC vs RUN
+42.2%
-11.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | -7.6% | -13.0% | +5.4% | -6.7% |
| 3M | +4.5% | -31.8% | +36.3% | +7.2% |
| 6M | -0.3% | -32.2% | +32.0% | +1.8% |
| YTD | -0.1% | -53.5% | +53.4% | +4.0% |
| 1Y | +4.6% | -46.5% | +51.2% | +6.8% |
| 3Y | +10.5% | -37.6% | +48.1% | +0.4% |
| 5Y | +31.7% | -80.9% | +112.6% | +27.1% |
| All | +31.1% | +42.2% | -11.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling