+24.9%
OMC vs Z
-60.1%
+85.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | +1.6% | -13.1% | +14.6% | +5.1% |
| 30D | +15.3% | +5.9% | +9.5% | +13.1% |
| 3M | +4.5% | -13.7% | +18.2% | +7.5% |
| 6M | +20.8% | -27.1% | +47.9% | +28.9% |
| YTD | +13.5% | -56.8% | +70.3% | +33.2% |
| All | +24.9% | -60.1% | +85.0% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling