+31.5%
OMC vs VSXY
+42.7%
-11.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | -5.8% | -6.8% | +1.0% | -5.3% |
| 30D | -4.8% | -20.4% | +15.5% | -2.9% |
| 3M | +9.2% | +2.9% | +6.3% | +8.4% |
| 6M | -2.5% | +67.9% | -70.4% | -9.4% |
| YTD | +2.6% | +44.9% | -42.3% | -3.7% |
| 1Y | +5.9% | +205.9% | -200.0% | -9.8% |
| 3Y | +14.2% | +373.9% | -359.7% | -13.9% |
| 5Y | +33.2% | +23.5% | +9.8% | +14.9% |
| All | +31.5% | +42.7% | -11.1% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling