+23.9%
OMC vs VIVK
-100.0%
+123.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -27.5% | +32.7% | +5.1% |
| 7D | +12.5% | -68.7% | +81.2% | +12.4% |
| 30D | +16.3% | -90.0% | +106.3% | +16.0% |
| 3M | +8.1% | -98.1% | +106.1% | +8.0% |
| 6M | +17.2% | -99.9% | +117.1% | +20.8% |
| YTD | +11.8% | -99.9% | +111.7% | +13.6% |
| 1Y | +23.9% | -100.0% | +123.9% | +33.5% |
| All | +23.9% | -100.0% | +123.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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