+336.7%
RF vs OMC
+32.3%
+304.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | 0.0% |
| 7D | +2.7% | -5.8% | +8.4% | +6.3% |
| 30D | -3.4% | -4.8% | +1.5% | -0.7% |
| 3M | +6.4% | +9.2% | -2.9% | -0.8% |
| 6M | +13.4% | -2.5% | +15.9% | +13.3% |
| YTD | +14.2% | +2.6% | +11.7% | +7.8% |
| 1Y | +15.7% | +5.9% | +9.8% | +5.4% |
| 3Y | +91.3% | +14.2% | +77.1% | +60.4% |
| 5Y | +89.8% | +33.2% | +56.5% | +35.1% |
| 10Y | +336.7% | +33.4% | +303.3% | +184.4% |
| All | +336.7% | +32.3% | +304.4% | +184.4% |
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