+34.1%
OMC vs S
-48.3%
+82.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | +1.6% | +1.2% | +0.3% | +1.4% |
| 30D | +15.3% | -7.3% | +22.7% | +15.9% |
| 3M | +4.5% | +5.9% | -1.4% | +3.2% |
| 6M | +20.8% | +45.6% | -24.9% | +15.0% |
| YTD | +13.5% | +58.5% | -45.0% | +6.8% |
| 1Y | +25.2% | +37.6% | -12.4% | +19.2% |
| 3Y | +30.5% | +51.7% | -21.2% | +21.1% |
| 5Y | +52.7% | -67.5% | +120.2% | +44.0% |
| All | +34.1% | -48.3% | +82.4% | +30.7% |
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