+168.6%
OMC vs VYM
+484.2%
-315.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | -6.2% | -1.9% | -4.4% | -4.4% |
| 30D | -7.6% | -2.6% | -5.0% | -5.1% |
| 3M | +7.4% | +3.6% | +3.8% | +3.9% |
| 6M | +0.1% | +8.7% | -8.5% | -7.8% |
| YTD | +0.4% | +14.1% | -13.7% | -12.1% |
| 1Y | +7.8% | +17.8% | -10.0% | -8.7% |
| 3Y | +11.8% | +64.5% | -52.7% | -31.9% |
| 5Y | +32.5% | +77.5% | -45.1% | -24.9% |
| 10Y | +34.2% | +206.1% | -171.9% | -54.7% |
| All | +168.6% | +484.2% | -315.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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