+51.4%
ON vs OMC
+29.1%
+22.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +1.7% |
| 7D | -1.9% | -4.2% | +2.4% | +0.3% |
| 30D | -11.0% | -7.5% | -3.5% | -7.7% |
| 3M | -39.3% | +4.6% | -44.0% | -42.2% |
| 6M | +19.8% | -4.8% | +24.7% | +20.0% |
| YTD | +31.1% | -1.0% | +32.1% | +25.4% |
| 1Y | +46.0% | +3.8% | +42.1% | +32.3% |
| 3Y | -27.5% | +10.2% | -37.7% | -39.1% |
| All | +51.4% | +29.1% | +22.3% | +11.8% |
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