+6,507.5%
OMC vs VICR
+12,339.4%
-5,831.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -5.8% | +9.8% | -15.6% | -6.9% |
| 30D | -4.8% | -12.6% | +7.8% | -3.7% |
| 3M | +9.2% | -29.7% | +38.9% | +11.8% |
| 6M | -2.5% | +18.8% | -21.3% | -8.7% |
| YTD | +2.6% | +76.4% | -73.8% | -9.6% |
| 1Y | +5.9% | +282.4% | -276.4% | -16.6% |
| 3Y | +14.2% | +206.2% | -192.0% | -12.1% |
| 5Y | +33.2% | +53.9% | -20.7% | +5.1% |
| 10Y | +33.4% | +1,572.3% | -1,538.9% | -28.9% |
| All | +6,507.5% | +12,339.4% | -5,831.8% | +2,410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling