+328.1%
OMC vs SPXU
-100.0%
+428.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.1% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | +1.1% | +0.8% | +0.3% | +1.5% |
| 3M | +10.4% | -4.7% | +15.1% | +9.5% |
| 6M | -1.7% | -29.6% | +27.9% | -10.6% |
| YTD | +4.4% | -29.9% | +34.3% | -4.7% |
| 1Y | +8.4% | -39.1% | +47.5% | -4.9% |
| 3Y | +14.4% | -80.0% | +94.4% | -22.8% |
| 5Y | +33.9% | -86.0% | +119.9% | -7.5% |
| 10Y | +34.9% | -99.5% | +134.4% | -57.8% |
| All | +328.1% | -100.0% | +428.1% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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