+8.4%
OMC vs VSXY
+224.6%
-216.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.5% |
| 7D | -6.4% | -14.0% | +7.6% | -6.3% |
| 30D | +1.1% | -15.9% | +17.0% | +1.3% |
| 3M | +10.4% | +3.4% | +7.0% | +10.3% |
| 6M | -1.7% | +25.9% | -27.6% | -2.6% |
| YTD | +4.4% | +39.5% | -35.0% | +2.7% |
| 1Y | +8.4% | +194.4% | -185.9% | +3.2% |
| All | +8.4% | +224.6% | -216.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling