+34.1%
OMC vs S
-49.1%
+83.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.8% | +1.4% | +5.4% | +6.6% |
| 30D | +16.2% | -10.8% | +27.0% | +17.2% |
| 3M | +6.0% | +5.4% | +0.6% | +4.7% |
| 6M | +17.7% | +41.2% | -23.5% | +12.5% |
| YTD | +13.5% | +56.2% | -42.7% | +7.0% |
| 1Y | +27.2% | +36.3% | -9.1% | +21.2% |
| 3Y | +30.4% | +49.4% | -19.0% | +21.3% |
| 5Y | +53.5% | -66.9% | +120.4% | +45.1% |
| All | +34.1% | -49.1% | +83.1% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling