+90.1%
RF vs OMC
+33.9%
+56.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.1% |
| 7D | +1.3% | -6.4% | +7.7% | +4.3% |
| 30D | -3.6% | +1.1% | -4.7% | -4.4% |
| 3M | +8.1% | +10.4% | -2.3% | +2.2% |
| 6M | +11.5% | -1.7% | +13.2% | +11.3% |
| YTD | +15.6% | +4.4% | +11.1% | +10.5% |
| 1Y | +15.7% | +8.4% | +7.2% | +7.4% |
| 3Y | +86.9% | +14.4% | +72.5% | +63.7% |
| All | +90.1% | +33.9% | +56.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling