+49.7%
OMC vs S
-69.1%
+118.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | +6.3% | -13.4% | +19.7% | +7.9% |
| 30D | +15.4% | -14.0% | +29.3% | +17.0% |
| 3M | +5.8% | +4.9% | +0.9% | +4.4% |
| 6M | +14.7% | +42.0% | -27.3% | +8.9% |
| YTD | +10.3% | +45.1% | -34.8% | +4.1% |
| 1Y | +23.2% | +33.1% | -9.8% | +17.1% |
| 3Y | +24.6% | +40.6% | -16.0% | +15.4% |
| All | +49.7% | -69.1% | +118.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling