+26.5%
ON vs OMC
+53.9%
-27.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.3% | +1.6% | +1.8% | +2.6% |
| 30D | -3.1% | +15.3% | -18.5% | -10.3% |
| 3M | -9.2% | +4.5% | -13.7% | -12.1% |
| 6M | -31.4% | +20.8% | -52.1% | -40.0% |
| YTD | +36.0% | +13.5% | +22.4% | +20.4% |
| 1Y | +52.0% | +25.2% | +26.8% | +23.9% |
| 3Y | +9.3% | +30.5% | -21.2% | -17.3% |
| 5Y | +26.5% | +52.7% | -26.2% | -9.5% |
| All | +26.5% | +53.9% | -27.4% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling