+196.1%
ON vs OMC
+268.9%
-72.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.5% |
| 7D | +12.2% | +1.9% | +10.4% | +10.9% |
| 30D | -3.1% | +12.2% | -15.3% | -10.9% |
| 3M | -12.9% | +0.6% | -13.5% | -14.5% |
| 6M | -38.6% | +21.0% | -59.6% | -48.2% |
| YTD | +31.2% | +12.4% | +18.9% | +12.1% |
| 1Y | +47.6% | +25.4% | +22.2% | +15.6% |
| 3Y | +6.6% | +29.2% | -22.6% | -19.5% |
| 5Y | +21.3% | +52.6% | -31.3% | -19.0% |
| 10Y | +533.3% | +53.6% | +479.7% | +295.0% |
| All | +196.1% | +268.9% | -72.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling