-87.4%
OPEN vs OMC
+105.1%
-192.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -31.1% | +1.6% | -32.6% | -31.7% |
| 30D | -34.7% | +15.3% | -50.0% | -40.1% |
| 3M | -61.9% | +4.5% | -66.3% | -62.9% |
| 6M | -71.9% | +20.8% | -92.6% | -75.3% |
| YTD | -76.6% | +13.5% | -90.1% | -78.9% |
| 1Y | -83.9% | +25.2% | -109.1% | -86.6% |
| 3Y | -34.4% | +30.5% | -64.8% | -46.3% |
| 5Y | -93.9% | +52.7% | -146.6% | -94.9% |
| All | -87.4% | +105.1% | -192.5% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling