+32.5%
OMC vs RUN
-81.3%
+113.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | -6.2% | -3.4% | -2.9% | -6.0% |
| 30D | -7.6% | -14.0% | +6.4% | -6.8% |
| 3M | +7.4% | -27.5% | +34.9% | +9.1% |
| 6M | +0.1% | -29.0% | +29.1% | +1.4% |
| YTD | +0.4% | -53.1% | +53.5% | +3.6% |
| 1Y | +7.8% | -46.7% | +54.5% | +9.5% |
| 3Y | +11.8% | -38.3% | +50.1% | +3.2% |
| 5Y | +32.5% | -80.7% | +113.1% | +23.2% |
| All | +32.5% | -81.3% | +113.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling