+65.2%
OMC vs Z
+25.1%
+40.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -6.4% | -3.0% | -3.4% | -6.0% |
| 30D | +1.1% | -4.2% | +5.3% | +1.6% |
| 3M | +10.4% | -3.7% | +14.1% | +10.7% |
| 6M | -1.7% | -24.5% | +22.8% | +1.6% |
| YTD | +4.4% | -49.3% | +53.7% | +13.5% |
| 1Y | +8.4% | -58.7% | +67.1% | +20.7% |
| 3Y | +14.4% | -34.1% | +48.5% | +17.8% |
| 5Y | +33.9% | -64.5% | +98.4% | +41.0% |
| 10Y | +34.9% | -0.5% | +35.3% | +10.9% |
| All | +65.2% | +25.1% | +40.1% | +27.9% |
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