+54.8%
ON vs OMC
+9.8%
+45.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.6% |
| 7D | +2.4% | -6.4% | +8.8% | +1.4% |
| 30D | -3.3% | +1.1% | -4.4% | -3.1% |
| 3M | -43.6% | +10.4% | -54.0% | -42.7% |
| 6M | +19.0% | -1.7% | +20.7% | +20.0% |
| YTD | +37.4% | +4.4% | +32.9% | +39.9% |
| 1Y | +54.8% | +8.4% | +46.3% | +58.3% |
| All | +54.8% | +9.8% | +45.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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