+61.2%
OMC vs TRU
+226.0%
-164.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | -4.2% | -6.5% | +2.2% | -1.9% |
| 30D | -7.5% | -2.5% | -5.0% | -6.7% |
| 3M | +4.6% | +10.4% | -5.7% | +0.9% |
| 6M | -4.8% | +1.6% | -6.5% | -6.0% |
| YTD | -1.0% | -9.7% | +8.7% | +1.5% |
| 1Y | +3.8% | -17.3% | +21.1% | +9.2% |
| 3Y | +10.2% | -1.8% | +12.0% | +4.6% |
| 5Y | +29.7% | -36.2% | +65.9% | +41.1% |
| 10Y | +32.3% | +143.2% | -110.9% | -2.9% |
| All | +61.2% | +226.0% | -164.8% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling