+32.5%
OMC vs TRU
-36.7%
+69.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -6.2% | -9.4% | +3.2% | -3.1% |
| 30D | -7.6% | -4.1% | -3.5% | -6.2% |
| 3M | +7.4% | +13.6% | -6.2% | +2.9% |
| 6M | +0.1% | +3.6% | -3.4% | -1.5% |
| YTD | +0.4% | -9.8% | +10.3% | +2.9% |
| 1Y | +7.8% | -13.6% | +21.4% | +11.4% |
| 3Y | +11.8% | -2.0% | +13.8% | +8.3% |
| 5Y | +32.5% | -35.8% | +68.3% | +51.1% |
| All | +32.5% | -36.7% | +69.1% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling