+188.5%
OMC vs URA
-31.1%
+219.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -6.4% | +1.1% | -7.5% | -6.6% |
| 30D | +1.1% | +7.4% | -6.3% | -0.6% |
| 3M | +10.4% | -8.4% | +18.8% | +11.7% |
| 6M | -1.7% | -12.7% | +11.0% | -0.3% |
| YTD | +4.4% | +7.8% | -3.4% | -0.3% |
| 1Y | +8.4% | +19.5% | -11.0% | -0.8% |
| 3Y | +14.4% | +116.4% | -102.0% | -13.6% |
| 5Y | +33.9% | +134.3% | -100.4% | -5.8% |
| 10Y | +34.9% | +359.3% | -324.4% | -27.3% |
| All | +188.5% | -31.1% | +219.6% | +141.3% |
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