+29.7%
OMC vs S
-71.9%
+101.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | -7.5% | -12.6% | +5.0% | -6.2% |
| 3M | +4.6% | +27.6% | -22.9% | +1.5% |
| 6M | -4.8% | +35.5% | -40.3% | -8.6% |
| YTD | -1.0% | +29.6% | -30.6% | -4.6% |
| 1Y | +3.8% | +8.1% | -4.3% | +1.6% |
| 3Y | +10.2% | +14.8% | -4.5% | +5.2% |
| 5Y | +29.7% | -70.6% | +100.3% | +28.2% |
| All | +29.7% | -71.9% | +101.6% | +28.2% |
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