+11.1%
OMC vs VIVK
-100.0%
+111.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.5% |
| 7D | -6.2% | -9.5% | +3.2% | -6.2% |
| 30D | -7.6% | -35.1% | +27.6% | -7.5% |
| 3M | +7.4% | -93.4% | +100.8% | +8.8% |
| 6M | +0.1% | -98.0% | +98.1% | +2.0% |
| YTD | +0.4% | -97.9% | +98.3% | +1.8% |
| 1Y | +7.8% | -100.0% | +107.7% | +9.8% |
| All | +11.1% | -100.0% | +111.1% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling