+74.7%
OMC vs RUN
-33.9%
+108.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.9% | -13.5% | +15.4% | +2.9% |
| 30D | +12.2% | +18.3% | -6.1% | +10.6% |
| 3M | +0.6% | -12.5% | +13.1% | +1.2% |
| 6M | +21.0% | -40.3% | +61.3% | +24.5% |
| YTD | +12.4% | -53.1% | +65.5% | +16.3% |
| 1Y | +25.4% | -54.3% | +79.7% | +29.7% |
| 3Y | +29.2% | -6.5% | +35.7% | +14.8% |
| 5Y | +52.6% | -85.3% | +137.9% | +51.2% |
| 10Y | +53.6% | +68.9% | -15.2% | +15.3% |
| All | +74.7% | -33.9% | +108.7% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling