+1,514.2%
RF vs OMC
+6,006.3%
-4,492.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.2% |
| 7D | +1.3% | -6.4% | +7.7% | +4.6% |
| 30D | -3.6% | +1.1% | -4.7% | -4.5% |
| 3M | +8.1% | +10.4% | -2.3% | +1.7% |
| 6M | +11.5% | -1.7% | +13.2% | +11.0% |
| YTD | +15.6% | +4.4% | +11.1% | +9.4% |
| 1Y | +15.7% | +8.4% | +7.2% | +6.4% |
| 3Y | +86.9% | +14.4% | +72.5% | +65.3% |
| 5Y | +89.8% | +33.9% | +55.9% | +52.1% |
| 10Y | +344.7% | +34.9% | +309.8% | +253.7% |
| All | +1,514.2% | +6,006.3% | -4,492.1% | +489.1% |
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 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