+18.7%
OMC vs S
-56.9%
+75.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -7.6% | -11.8% | +4.2% | -6.4% |
| 3M | +7.4% | +33.9% | -26.5% | +3.9% |
| 6M | +0.1% | +40.1% | -40.0% | -3.9% |
| YTD | +0.4% | +32.1% | -31.6% | -3.1% |
| 1Y | +7.8% | +11.0% | -3.3% | +5.3% |
| 3Y | +11.8% | +16.9% | -5.1% | +7.0% |
| 5Y | +32.5% | -68.9% | +101.4% | +28.4% |
| All | +18.7% | -56.9% | +75.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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