+10.5%
OMC vs TRU
-1.3%
+11.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | -4.4% | -2.7% | -1.6% | -3.5% |
| 30D | -7.6% | -2.0% | -5.6% | -7.0% |
| 3M | +4.5% | +18.4% | -13.9% | -0.7% |
| 6M | -0.3% | +8.9% | -9.1% | -3.2% |
| YTD | -0.1% | -8.9% | +8.8% | +1.7% |
| 1Y | +4.6% | -15.9% | +20.5% | +8.6% |
| 3Y | +10.5% | -1.1% | +11.6% | +10.2% |
| All | +10.5% | -1.3% | +11.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling