+285.4%
OMC vs VIVK
-100.0%
+385.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -1.8% |
| 7D | -5.8% | +13.1% | -18.8% | -5.8% |
| 30D | -4.8% | -29.7% | +24.8% | -4.8% |
| 3M | +9.2% | -93.0% | +102.2% | +9.3% |
| 6M | -2.5% | -98.0% | +95.5% | -2.4% |
| YTD | +2.6% | -97.8% | +100.3% | +2.7% |
| 1Y | +5.9% | -100.0% | +105.9% | +6.2% |
| 3Y | +14.2% | -100.0% | +114.2% | +14.4% |
| 5Y | +33.2% | -100.0% | +133.2% | +33.5% |
| 10Y | +33.4% | -100.0% | +133.4% | +33.1% |
| All | +285.4% | -100.0% | +385.4% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling