+23.9%
OMC vs TRU
+2.1%
+21.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.7% | +3.2% |
| 7D | +12.5% | +10.5% | +2.0% | +7.8% |
| 30D | +16.3% | +28.7% | -12.4% | +3.9% |
| 3M | +8.1% | +0.7% | +7.4% | +7.5% |
| 6M | +17.2% | +19.3% | -2.2% | +8.7% |
| YTD | +11.8% | -3.7% | +15.5% | +11.0% |
| 1Y | +23.9% | +3.4% | +20.5% | +19.7% |
| All | +23.9% | +2.1% | +21.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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