+28.1%
OMC vs VSXY
+37.5%
-9.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -7.6% | -18.7% | +11.1% | -5.9% |
| 3M | +4.5% | -4.0% | +8.5% | +4.5% |
| 6M | -0.3% | +67.5% | -67.7% | -7.4% |
| YTD | -0.1% | +39.7% | -39.8% | -5.9% |
| 1Y | +4.6% | +180.0% | -175.3% | -10.0% |
| 3Y | +10.5% | +337.3% | -326.8% | -15.9% |
| 5Y | +31.7% | +22.7% | +9.0% | +14.0% |
| All | +28.1% | +37.5% | -9.5% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling