+213.4%
OMC vs URA
-50.4%
+263.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +16.2% | -14.8% | +30.9% | +19.8% |
| 3M | +6.0% | -25.3% | +31.3% | +12.0% |
| 6M | +17.7% | -39.9% | +57.6% | +29.3% |
| YTD | +13.5% | -22.4% | +35.9% | +15.5% |
| 1Y | +27.2% | -29.0% | +56.2% | +31.6% |
| 3Y | +30.4% | +41.0% | -10.6% | +8.2% |
| 5Y | +53.5% | +38.3% | +15.2% | +23.3% |
| 10Y | +57.0% | +276.1% | -219.1% | -12.9% |
| All | +213.4% | -50.4% | +263.8% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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