+184.3%
SE vs OMC
+9.5%
+174.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.2% |
| 7D | -3.6% | -4.2% | +0.6% | -2.6% |
| 30D | -5.3% | -7.5% | +2.2% | -3.4% |
| 3M | +28.1% | +4.6% | +23.5% | +26.2% |
| 6M | +20.7% | -4.8% | +25.5% | +21.3% |
| YTD | -14.8% | -1.0% | -13.8% | -15.3% |
| 1Y | -43.6% | +3.8% | -47.4% | -44.7% |
| All | +184.3% | +9.5% | +174.8% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling