+50.4%
OMC vs SUI
-27.1%
+77.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -0.3% | -3.8% | +3.5% | +1.1% |
| 30D | +10.6% | +3.9% | +6.7% | +9.2% |
| 3M | +2.6% | +0.2% | +2.4% | +2.5% |
| 6M | +16.6% | -4.2% | +20.8% | +18.2% |
| YTD | +10.9% | -2.5% | +13.4% | +11.5% |
| 1Y | +22.1% | -4.0% | +26.1% | +23.4% |
| 3Y | +27.5% | +16.5% | +10.9% | +19.6% |
| All | +50.4% | -27.1% | +77.5% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling