+33.2%
OMC vs Z
-67.0%
+100.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.6% |
| 7D | -5.8% | -3.3% | -2.5% | -5.2% |
| 30D | -4.8% | -3.7% | -1.1% | -4.3% |
| 3M | +9.2% | -7.0% | +16.2% | +10.2% |
| 6M | -2.5% | -29.5% | +27.0% | +3.0% |
| YTD | +2.6% | -52.6% | +55.1% | +15.7% |
| 1Y | +5.9% | -64.0% | +70.0% | +24.7% |
| 3Y | +14.2% | -36.4% | +50.6% | +19.6% |
| 5Y | +33.2% | -65.8% | +99.0% | +33.1% |
| All | +33.2% | -67.0% | +100.2% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling