+562.3%
SE vs OMC
+48.5%
+513.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | -4.8% | -6.2% | +1.4% | -2.4% |
| 30D | -18.1% | -7.6% | -10.6% | -15.8% |
| 3M | +30.6% | +7.4% | +23.2% | +26.3% |
| 6M | +20.8% | +0.1% | +20.6% | +20.2% |
| YTD | -15.6% | +0.4% | -16.0% | -16.8% |
| 1Y | -44.2% | +7.8% | -52.0% | -47.1% |
| 3Y | +181.5% | +11.8% | +169.7% | +155.3% |
| 5Y | -66.9% | +32.5% | -99.4% | -71.3% |
| All | +562.3% | +48.5% | +513.8% | +463.1% |
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 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