+32.3%
OMC vs Z
-5.7%
+38.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -4.2% | -7.1% | +2.8% | -3.3% |
| 30D | -7.5% | -4.8% | -2.7% | -6.9% |
| 3M | +4.6% | -9.3% | +14.0% | +5.8% |
| 6M | -4.8% | -29.0% | +24.1% | -0.8% |
| YTD | -1.0% | -52.9% | +51.9% | +8.7% |
| 1Y | +3.8% | -63.1% | +67.0% | +17.4% |
| 3Y | +10.2% | -36.9% | +47.1% | +14.3% |
| 5Y | +29.7% | -65.5% | +95.2% | +37.1% |
| 10Y | +32.3% | -3.9% | +36.2% | +10.4% |
| All | +32.3% | -5.7% | +38.0% | +10.4% |
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