+31.0%
OMC vs VLTO
+54.8%
-23.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +6.3% | +5.4% | +0.9% | +3.7% |
| 30D | +15.4% | +22.3% | -7.0% | +4.7% |
| 3M | +5.8% | +19.6% | -13.9% | -3.0% |
| 6M | +14.7% | +35.2% | -20.5% | -0.4% |
| YTD | +10.3% | +17.9% | -7.6% | +1.8% |
| 1Y | +23.2% | +19.5% | +3.7% | +12.7% |
| 3Y | +24.6% | +73.9% | -49.3% | +1.6% |
| All | +31.0% | +54.8% | -23.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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