+77.7%
OMC vs Z
+7.8%
+69.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | +1.9% | +0.8% | +1.0% | +1.7% |
| 30D | +12.2% | +5.2% | +7.0% | +11.2% |
| 3M | +0.6% | -17.0% | +17.6% | +2.8% |
| 6M | +21.0% | -22.7% | +43.7% | +24.6% |
| YTD | +12.4% | -56.3% | +68.7% | +24.2% |
| 1Y | +25.4% | -57.7% | +83.1% | +39.0% |
| 3Y | +29.2% | -16.5% | +45.7% | +29.4% |
| 5Y | +52.6% | -53.4% | +106.0% | +58.1% |
| 10Y | +53.6% | -15.9% | +69.6% | +29.0% |
| All | +77.7% | +7.8% | +69.9% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling