+206.8%
ON vs OMC
+272.6%
-65.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.3% | +1.6% | +1.8% | +2.4% |
| 30D | -3.1% | +15.3% | -18.5% | -12.5% |
| 3M | -9.2% | +4.5% | -13.7% | -13.2% |
| 6M | -31.4% | +20.8% | -52.1% | -42.1% |
| YTD | +36.0% | +13.5% | +22.4% | +15.5% |
| 1Y | +52.0% | +25.2% | +26.8% | +19.4% |
| 3Y | +9.3% | +30.5% | -21.2% | -17.9% |
| 5Y | +26.5% | +52.7% | -26.2% | -15.4% |
| 10Y | +556.1% | +55.2% | +500.9% | +306.8% |
| All | +206.8% | +272.6% | -65.9% | -6.6% |
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