+29.7%
OMC vs VO
+42.2%
-12.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.8% |
| 7D | -4.2% | -0.6% | -3.6% | -3.7% |
| 30D | -7.5% | -1.9% | -5.6% | -5.9% |
| 3M | +4.6% | +3.3% | +1.4% | +1.8% |
| 6M | -4.8% | +9.7% | -14.5% | -12.2% |
| YTD | -1.0% | +12.6% | -13.6% | -10.7% |
| 1Y | +3.8% | +13.6% | -9.8% | -7.2% |
| 3Y | +10.2% | +56.8% | -46.6% | -24.9% |
| 5Y | +29.7% | +42.3% | -12.6% | -7.7% |
| All | +29.7% | +42.2% | -12.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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