-27.4%
ON vs OMC
+12.9%
-40.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.8% |
| 7D | -2.2% | -5.8% | +3.6% | -0.2% |
| 30D | -12.4% | -4.8% | -7.6% | -11.2% |
| 3M | -41.2% | +9.2% | -50.4% | -44.0% |
| 6M | +25.0% | -2.5% | +27.5% | +24.8% |
| YTD | +31.3% | +2.6% | +28.7% | +27.0% |
| 1Y | +45.4% | +5.9% | +39.5% | +35.9% |
| 3Y | -27.4% | +14.2% | -41.6% | -39.9% |
| All | -27.4% | +12.9% | -40.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling