-44.2%
SE vs OMC
+5.7%
-49.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -4.8% | -6.2% | +1.4% | -3.3% |
| 30D | -18.1% | -7.6% | -10.6% | -16.7% |
| 3M | +30.6% | +7.4% | +23.2% | +28.0% |
| 6M | +20.8% | +0.1% | +20.6% | +19.1% |
| YTD | -15.6% | +0.4% | -16.0% | -18.6% |
| 1Y | -44.2% | +7.8% | -52.0% | -45.4% |
| All | -44.2% | +5.7% | -49.9% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling