+2,544.9%
OMC vs SIRI
-16.9%
+2,561.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -4.4% | +0.6% | -4.9% | -4.4% |
| 30D | -7.6% | +2.5% | -10.1% | -7.8% |
| 3M | +4.5% | +6.6% | -2.1% | +4.0% |
| 6M | -0.3% | +32.9% | -33.1% | -2.4% |
| YTD | -0.1% | +50.5% | -50.6% | -3.2% |
| 1Y | +4.6% | +28.0% | -23.3% | +2.5% |
| 3Y | +10.5% | -22.4% | +32.9% | +10.6% |
| 5Y | +31.7% | -41.3% | +73.0% | +33.0% |
| 10Y | +33.5% | -10.4% | +43.9% | +31.3% |
| All | +2,544.9% | -16.9% | +2,561.8% | +2,008.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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