+284.4%
OMC vs VNQ
+386.3%
-101.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | -7.6% | -2.6% | -5.0% | -6.4% |
| 3M | +4.5% | -2.0% | +6.5% | +5.7% |
| 6M | -0.3% | +4.3% | -4.6% | -2.2% |
| YTD | -0.1% | +9.2% | -9.4% | -4.2% |
| 1Y | +4.6% | +5.6% | -1.0% | +2.0% |
| 3Y | +10.5% | +30.8% | -20.4% | -2.9% |
| 5Y | +31.7% | +8.0% | +23.7% | +26.0% |
| 10Y | +33.5% | +63.7% | -30.2% | +4.9% |
| All | +284.4% | +386.3% | -101.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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