+51.7%
OMC vs Z
-17.4%
+69.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | +1.6% | -13.1% | +14.6% | +3.5% |
| 30D | +15.3% | +5.9% | +9.5% | +14.2% |
| 3M | +4.5% | -13.7% | +18.2% | +6.2% |
| 6M | +20.8% | -27.1% | +47.9% | +25.3% |
| YTD | +13.5% | -56.8% | +70.3% | +25.7% |
| 1Y | +25.2% | -60.2% | +85.5% | +40.0% |
| 3Y | +30.5% | -19.7% | +50.2% | +31.5% |
| 5Y | +52.7% | -53.7% | +106.4% | +58.2% |
| All | +51.7% | -17.4% | +69.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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