+1,402.2%
RF vs OMC
+6,349.1%
-4,946.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.1% |
| 7D | -0.9% | +6.3% | -7.2% | -4.0% |
| 30D | +6.0% | +15.4% | -9.3% | -1.7% |
| 3M | -8.9% | +5.8% | -14.7% | -12.1% |
| 6M | +2.3% | +14.7% | -12.3% | -6.0% |
| YTD | +7.6% | +10.3% | -2.7% | -1.4% |
| 1Y | +21.2% | +23.2% | -2.1% | +4.4% |
| 3Y | +108.5% | +24.6% | +83.9% | +75.8% |
| 5Y | +43.2% | +50.1% | -6.9% | +8.0% |
| 10Y | +288.1% | +54.3% | +233.8% | +188.5% |
| All | +1,402.2% | +6,349.1% | -4,946.8% | +431.4% |
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 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