+29.7%
OMC vs TECH
-42.1%
+71.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -4.2% | -0.1% | -4.2% | -4.2% |
| 30D | -7.5% | +0.3% | -7.8% | -7.6% |
| 3M | +4.6% | +32.9% | -28.3% | -2.2% |
| 6M | -4.8% | +32.1% | -36.9% | -11.9% |
| YTD | -1.0% | +23.4% | -24.4% | -7.1% |
| 1Y | +3.8% | +34.1% | -30.2% | -5.3% |
| 3Y | +10.2% | +2.2% | +8.0% | +4.2% |
| 5Y | +29.7% | -41.8% | +71.5% | +32.4% |
| All | +29.7% | -42.1% | +71.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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