+30.2%
OMC vs VIVK
-100.0%
+130.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.5% |
| 7D | -4.4% | -4.4% | 0.0% | -4.4% |
| 30D | -7.6% | -40.8% | +33.2% | -7.5% |
| 3M | +4.5% | -94.1% | +98.7% | +5.3% |
| 6M | -0.3% | -98.2% | +97.9% | +0.7% |
| YTD | -0.1% | -98.0% | +97.9% | +0.7% |
| 1Y | +4.6% | -100.0% | +104.6% | +5.4% |
| 3Y | +10.5% | -100.0% | +110.4% | +11.0% |
| All | +30.2% | -100.0% | +130.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling