+31.1%
OMC vs VICR
+1,679.8%
-1,648.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -1.6% |
| 7D | -4.4% | +5.0% | -9.3% | -4.9% |
| 30D | -7.6% | -12.5% | +4.9% | -6.8% |
| 3M | +4.5% | -33.6% | +38.1% | +7.0% |
| 6M | -0.3% | +10.7% | -10.9% | -5.3% |
| YTD | -0.1% | +80.6% | -80.7% | -11.3% |
| 1Y | +4.6% | +288.4% | -283.7% | -16.2% |
| 3Y | +10.5% | +213.8% | -203.3% | -13.7% |
| 5Y | +31.7% | +58.8% | -27.1% | +6.0% |
| All | +31.1% | +1,679.8% | -1,648.7% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling