-18.8%
OPEN vs OMC
+12.9%
-31.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.3% |
| 7D | +1.0% | -5.8% | +6.7% | +4.8% |
| 30D | -11.9% | -4.8% | -7.1% | -9.1% |
| 3M | -28.8% | +9.2% | -38.0% | -33.8% |
| 6M | -38.6% | -2.5% | -36.1% | -38.1% |
| YTD | -47.3% | +2.6% | -49.9% | -49.3% |
| 1Y | -49.2% | +5.9% | -55.1% | -53.2% |
| 3Y | -18.8% | +14.2% | -33.0% | -42.7% |
| All | -18.8% | +12.9% | -31.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling