+59.5%
OMC vs RUN
-29.4%
+88.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.1% |
| 7D | -5.8% | +10.2% | -15.9% | -6.5% |
| 30D | -4.8% | -9.6% | +4.8% | -4.2% |
| 3M | +9.2% | -31.5% | +40.7% | +11.8% |
| 6M | -2.5% | -18.7% | +16.2% | -2.0% |
| YTD | +2.6% | -49.9% | +52.4% | +5.9% |
| 1Y | +5.9% | -45.5% | +51.5% | +7.9% |
| 3Y | +14.2% | -34.1% | +48.3% | +4.6% |
| 5Y | +33.2% | -79.4% | +112.7% | +28.2% |
| 10Y | +33.4% | +48.9% | -15.5% | +0.3% |
| All | +59.5% | -29.4% | +88.9% | +21.6% |
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 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