+1,637.6%
OMC vs SCCO
+33,197.0%
-31,559.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +3.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.8% |
| 30D | -7.6% | -0.2% | -7.4% | -7.9% |
| 3M | +7.4% | +17.8% | -10.4% | +2.4% |
| 6M | +0.1% | +2.3% | -2.1% | -2.3% |
| YTD | +0.4% | +41.6% | -41.2% | -10.5% |
| 1Y | +7.8% | +101.9% | -94.1% | -12.3% |
| 3Y | +11.8% | +186.2% | -174.3% | -18.6% |
| 5Y | +32.5% | +309.7% | -277.2% | -13.7% |
| 10Y | +34.2% | +1,094.2% | -1,060.0% | -34.4% |
| All | +1,637.6% | +33,197.0% | -31,559.4% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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