+68.9%
SE vs OMC
+31.9%
+37.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | 0.0% | +6.8% | -6.8% | -1.6% |
| 30D | -19.4% | +16.2% | -35.5% | -22.3% |
| 3M | -33.1% | +6.0% | -39.1% | -34.2% |
| 6M | -11.4% | +17.7% | -29.2% | -15.3% |
| YTD | -39.8% | +13.5% | -53.3% | -42.2% |
| 1Y | -50.5% | +27.2% | -77.7% | -53.5% |
| 3Y | +68.9% | +30.4% | +38.5% | +151.7% |
| All | +68.9% | +31.9% | +37.0% | +151.7% |
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