+23.9%
OMC vs VICR
+76.0%
-52.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.4% | +4.4% |
| 7D | +12.5% | -26.6% | +39.1% | +10.4% |
| 30D | +16.3% | -47.9% | +64.2% | +12.4% |
| 3M | +8.1% | -29.8% | +37.8% | +6.8% |
| 6M | +17.2% | -36.6% | +53.8% | +15.3% |
| YTD | +11.8% | +45.1% | -33.4% | +15.0% |
| 1Y | +23.9% | +80.0% | -56.1% | +27.7% |
| All | +23.9% | +76.0% | -52.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling