+263.0%
OMC vs VRSK
+585.1%
-322.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -6.2% | -7.7% | +1.5% | -3.2% |
| 30D | -7.6% | -2.8% | -4.7% | -6.5% |
| 3M | +7.4% | -3.7% | +11.1% | +8.8% |
| 6M | +0.1% | -12.8% | +12.9% | +5.0% |
| YTD | +0.4% | -21.0% | +21.4% | +9.4% |
| 1Y | +7.8% | -32.5% | +40.2% | +24.5% |
| 3Y | +11.8% | -26.5% | +38.4% | +23.1% |
| 5Y | +32.5% | -11.5% | +43.9% | +32.6% |
| 10Y | +34.2% | +125.7% | -91.4% | -11.2% |
| All | +263.0% | +585.1% | -322.1% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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