+79.4%
OMC vs Z
+4.8%
+74.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.2% |
| 7D | +6.8% | -6.5% | +13.3% | +7.7% |
| 30D | +16.2% | -0.1% | +16.3% | +15.9% |
| 3M | +6.0% | -14.1% | +20.2% | +7.8% |
| 6M | +17.7% | -30.1% | +47.8% | +22.9% |
| YTD | +13.5% | -57.5% | +71.0% | +26.0% |
| 1Y | +27.2% | -60.3% | +87.5% | +42.2% |
| 3Y | +30.4% | -21.0% | +51.4% | +31.6% |
| 5Y | +53.5% | -54.9% | +108.4% | +59.7% |
| 10Y | +57.0% | -16.0% | +73.0% | +31.9% |
| All | +79.4% | +4.8% | +74.6% | +41.9% |
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