+8.4%
OMC vs SUI
-2.0%
+10.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.3% |
| 7D | -6.4% | -2.8% | -3.6% | -5.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.6% |
| 3M | +10.4% | -1.7% | +12.2% | +11.0% |
| 6M | -1.7% | -10.5% | +8.8% | +2.6% |
| YTD | +4.4% | -1.8% | +6.3% | +3.8% |
| 1Y | +8.4% | -4.1% | +12.5% | +9.3% |
| All | +8.4% | -2.0% | +10.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling