+209.9%
ON vs OMC
+242.9%
-33.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.7% |
| 7D | +2.4% | -6.4% | +8.8% | +6.9% |
| 30D | -3.3% | +1.1% | -4.4% | -4.5% |
| 3M | -43.6% | +10.4% | -54.0% | -48.6% |
| 6M | +19.0% | -1.7% | +20.7% | +16.1% |
| YTD | +37.4% | +4.4% | +32.9% | +24.6% |
| 1Y | +54.8% | +8.4% | +46.3% | +34.3% |
| 3Y | -25.2% | +14.4% | -39.6% | -38.0% |
| 5Y | +62.7% | +33.9% | +28.9% | +19.9% |
| 10Y | +574.3% | +34.9% | +539.5% | +365.1% |
| All | +209.9% | +242.9% | -33.0% | +0.7% |
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