+11.1%
OMC vs VICR
+178.2%
-167.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +1.6% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | -7.6% | -15.6% | +8.0% | -7.2% |
| 3M | +7.4% | -35.4% | +42.8% | +8.1% |
| 6M | +0.1% | +1.3% | -1.1% | -3.0% |
| YTD | +0.4% | +62.5% | -62.0% | -6.8% |
| 1Y | +7.8% | +255.5% | -247.7% | -7.5% |
| All | +11.1% | +178.2% | -167.2% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling