+45.8%
ON vs OMC
+5.7%
+40.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -0.9% |
| 7D | -4.7% | -6.2% | +1.5% | -5.6% |
| 30D | -13.5% | -7.6% | -5.9% | -14.4% |
| 3M | -36.3% | +7.4% | -43.7% | -35.6% |
| 6M | +17.8% | +0.1% | +17.6% | +18.6% |
| YTD | +29.6% | +0.4% | +29.2% | +31.2% |
| 1Y | +45.8% | +7.8% | +38.0% | +48.2% |
| All | +45.8% | +5.7% | +40.1% | +48.2% |
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